+253.1%
IONQ vs CELH
+57.4%
+195.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -3.8% |
| 7D | +1.3% | -11.7% | +13.0% | +5.1% |
| 30D | -10.3% | +1.6% | -11.9% | -11.4% |
| 3M | -32.7% | -2.0% | -30.8% | -33.8% |
| 6M | +6.3% | -36.2% | +42.5% | +18.1% |
| YTD | -15.0% | -39.6% | +24.6% | -3.8% |
| 1Y | -13.3% | -50.7% | +37.4% | +1.6% |
| 3Y | +97.2% | -58.9% | +156.1% | +121.7% |
| 5Y | +278.7% | -5.4% | +284.1% | +155.9% |
| All | +253.1% | +57.4% | +195.7% | +118.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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