-36.4%
IONQ vs CDNS
+2.6%
-39.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -3.9% |
| 7D | -11.5% | +1.0% | -12.4% | -12.0% |
| 30D | -8.1% | -2.0% | -6.1% | -6.3% |
| 3M | -35.8% | -0.2% | -35.6% | -35.3% |
| 6M | -47.7% | -8.9% | -38.8% | -43.2% |
| YTD | -35.6% | +3.3% | -39.0% | -39.0% |
| 1Y | -36.4% | +2.2% | -38.6% | -38.4% |
| All | -36.4% | +2.6% | -39.0% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDNS.
Daily Out/Under-Performance
Portfolio return minus CDNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CDNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling