+196.8%
IONQ vs CEG
+632.0%
-435.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | +0.9% |
| 7D | +16.7% | +1.7% | +15.0% | +15.8% |
| 30D | -12.3% | -10.2% | -2.1% | -5.9% |
| 3M | -17.7% | -0.8% | -16.9% | -17.9% |
| 6M | -28.9% | -11.5% | -17.4% | -24.3% |
| YTD | -22.0% | -23.9% | +1.8% | -12.0% |
| 1Y | -36.8% | -25.4% | -11.4% | -27.5% |
| 3Y | +228.2% | +124.2% | +104.1% | +92.0% |
| All | +196.8% | +632.0% | -435.2% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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