+185.7%
IONQ vs CELH
+81.6%
+104.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.5% | -5.9% | -8.3% |
| 7D | +16.8% | +6.2% | +10.6% | +15.2% |
| 30D | -11.1% | +14.2% | -25.3% | -14.4% |
| 3M | -31.7% | +15.5% | -47.2% | -35.0% |
| 6M | -44.8% | +7.7% | -52.5% | -47.2% |
| YTD | -31.2% | -30.3% | -0.9% | -25.4% |
| 1Y | -39.1% | -29.0% | -10.2% | -34.4% |
| 3Y | +189.5% | -44.5% | +234.0% | +193.8% |
| 5Y | +53.2% | +14.8% | +38.4% | -1.2% |
| All | +185.7% | +81.6% | +104.1% | +69.4% |
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