+191.0%
IONQ vs CDW
-21.8%
+212.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +23.8% |
| 7D | +8.6% | +2.1% | +6.5% | +7.5% |
| 30D | -21.1% | +14.7% | -35.8% | -25.8% |
| 3M | -17.9% | +11.1% | -29.0% | -22.5% |
| 6M | -37.9% | +45.6% | -83.5% | -49.6% |
| YTD | -27.3% | +17.1% | -44.4% | -36.5% |
| 1Y | -43.2% | +13.2% | -56.4% | -49.1% |
| 3Y | +191.0% | -22.2% | +213.2% | +192.5% |
| All | +191.0% | -21.8% | +212.8% | +192.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling