+202.0%
IONQ vs CDNS
+133.7%
+68.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +21.0% |
| 7D | +8.6% | -2.4% | +11.0% | +11.6% |
| 30D | -21.1% | -10.2% | -10.9% | -12.6% |
| 3M | -17.9% | -5.5% | -12.4% | -13.8% |
| 6M | -37.9% | -9.9% | -28.1% | -32.2% |
| YTD | -27.3% | +2.3% | -29.6% | -30.7% |
| 1Y | -43.2% | -1.4% | -41.8% | -43.9% |
| 3Y | +191.0% | +28.1% | +162.9% | +103.1% |
| 5Y | +69.3% | +79.7% | -10.5% | -14.6% |
| All | +202.0% | +133.7% | +68.3% | +31.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling