+191.0%
IONQ vs CEG
+114.1%
+76.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.3% | +19.1% | +20.7% |
| 7D | +8.6% | -4.7% | +13.3% | +12.4% |
| 30D | -21.1% | -16.6% | -4.5% | -11.3% |
| 3M | -17.9% | -4.1% | -13.8% | -16.1% |
| 6M | -37.9% | -22.3% | -15.6% | -28.2% |
| YTD | -27.3% | -28.9% | +1.6% | -14.3% |
| 1Y | -43.2% | -28.5% | -14.7% | -33.1% |
| 3Y | +191.0% | +104.3% | +86.7% | +110.8% |
| All | +191.0% | +114.1% | +76.8% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling