-13.0%
IONQ vs CELH
-50.1%
+37.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.5% | +0.7% | -4.6% |
| 7D | +1.3% | -11.7% | +13.0% | +3.6% |
| 30D | -10.3% | +1.6% | -11.9% | -11.4% |
| 3M | -32.7% | -2.0% | -30.8% | -34.1% |
| 6M | +6.3% | -36.2% | +42.5% | +12.3% |
| YTD | -15.0% | -39.6% | +24.6% | -7.1% |
| All | -13.0% | -50.1% | +37.0% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling