+150.0%
IONQ vs CDNS
+23.9%
+126.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -4.0% |
| 7D | -11.5% | +1.0% | -12.4% | -12.0% |
| 30D | -8.1% | -2.0% | -6.1% | -6.2% |
| 3M | -35.8% | -0.2% | -35.6% | -35.5% |
| 6M | -47.7% | -8.9% | -38.8% | -43.6% |
| YTD | -35.6% | +3.3% | -39.0% | -37.8% |
| 1Y | -36.4% | +2.2% | -38.6% | -37.8% |
| 3Y | +150.0% | +22.4% | +127.7% | +113.9% |
| All | +150.0% | +23.9% | +126.1% | +113.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling