+227.2%
IONQ vs CDW
+34.7%
+192.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.8% | +3.5% | +5.2% |
| 7D | +25.5% | +9.3% | +16.1% | +17.6% |
| 30D | -11.4% | +15.8% | -27.2% | -20.3% |
| 3M | -20.5% | +21.8% | -42.2% | -32.0% |
| 6M | -28.2% | +58.8% | -87.0% | -51.7% |
| YTD | -21.2% | +22.8% | -44.0% | -39.8% |
| 1Y | -40.4% | +17.9% | -58.3% | -52.8% |
| 3Y | +214.7% | -17.4% | +232.1% | +236.0% |
| 5Y | +56.9% | -5.7% | +62.6% | +47.5% |
| All | +227.2% | +34.7% | +192.5% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling