+188.9%
IONQ vs CEG
+651.0%
-462.2%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -4.3% |
| 7D | +15.3% | +11.8% | +3.5% | +8.1% |
| 30D | -6.1% | -6.5% | +0.4% | -1.8% |
| 3M | -21.6% | -1.2% | -20.4% | -21.7% |
| 6M | -40.1% | -8.0% | -32.1% | -37.7% |
| YTD | -24.1% | -21.9% | -2.2% | -15.8% |
| 1Y | -37.4% | -21.4% | -16.0% | -30.6% |
| 3Y | +219.5% | +130.0% | +89.5% | +83.8% |
| All | +188.9% | +651.0% | -462.2% | +24.0% |
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 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