+202.0%
IONQ vs CDW
+28.5%
+173.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +24.0% |
| 7D | +8.6% | +2.1% | +6.5% | +6.4% |
| 30D | -21.1% | +14.7% | -35.8% | -28.8% |
| 3M | -17.9% | +11.1% | -29.0% | -25.7% |
| 6M | -37.9% | +45.6% | -83.5% | -55.8% |
| YTD | -27.3% | +17.1% | -44.4% | -42.8% |
| 1Y | -43.2% | +13.2% | -56.4% | -53.9% |
| 3Y | +191.0% | -22.2% | +213.2% | +224.2% |
| 5Y | +69.3% | -10.1% | +79.4% | +64.0% |
| All | +202.0% | +28.5% | +173.5% | +153.9% |
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