+265.9%
IONQ vs CDNS
+113.8%
+152.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.3% | +4.9% |
| 7D | +0.8% | -14.0% | +14.8% | +15.1% |
| 30D | -1.0% | -13.2% | +12.1% | +12.3% |
| 3M | -39.8% | -28.9% | -10.9% | -17.8% |
| 6M | +6.4% | -4.2% | +10.6% | +9.9% |
| YTD | -11.9% | -6.4% | -5.6% | -9.0% |
| 1Y | -6.2% | -16.2% | +10.1% | +7.1% |
| 3Y | +125.7% | +20.2% | +105.5% | +67.5% |
| 5Y | +296.0% | +76.6% | +219.4% | +106.3% |
| All | +265.9% | +113.8% | +152.1% | +72.2% |
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