-39.1%
IONQ vs CDW
+22.8%
-62.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.2% | -9.2% | -9.4% |
| 7D | +16.8% | +9.1% | +7.7% | +15.8% |
| 30D | -11.1% | +13.7% | -24.8% | -11.8% |
| 3M | -31.7% | +27.0% | -58.8% | -32.7% |
| 6M | -44.8% | +75.9% | -120.6% | -44.0% |
| YTD | -31.2% | +28.9% | -60.1% | -29.4% |
| 1Y | -39.1% | +19.6% | -58.8% | -32.1% |
| All | -39.1% | +22.8% | -62.0% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling