+145.0%
IONQ vs CEG
+666.0%
-521.0%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.9% |
| 7D | -11.5% | +12.1% | -23.6% | -17.7% |
| 30D | -8.1% | +0.2% | -8.3% | -8.2% |
| 3M | -35.8% | +0.7% | -36.5% | -36.7% |
| 6M | -47.7% | +2.2% | -50.0% | -49.0% |
| YTD | -35.6% | -20.3% | -15.3% | -29.6% |
| 1Y | -36.4% | -16.1% | -20.3% | -32.6% |
| 3Y | +150.0% | +134.7% | +15.4% | +41.8% |
| All | +145.0% | +666.0% | -521.0% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling