+150.0%
IONQ vs CEG
+135.3%
+14.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.9% |
| 7D | -11.5% | +12.1% | -23.6% | -17.9% |
| 30D | -8.1% | +0.2% | -8.3% | -8.3% |
| 3M | -35.8% | +0.7% | -36.5% | -36.7% |
| 6M | -47.7% | +2.2% | -50.0% | -49.1% |
| YTD | -35.6% | -20.3% | -15.3% | -29.5% |
| 1Y | -36.4% | -16.1% | -20.3% | -32.6% |
| 3Y | +150.0% | +134.7% | +15.4% | +60.0% |
| All | +150.0% | +135.3% | +14.7% | +60.0% |
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