+109.3%
IONQ vs CELH
-56.7%
+166.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.6% | +6.0% | +3.0% |
| 7D | +7.1% | -3.8% | +10.9% | +7.8% |
| 30D | -8.9% | +6.4% | -15.4% | -10.4% |
| 3M | -35.6% | +5.6% | -41.1% | -37.1% |
| 6M | +13.3% | -31.1% | +44.4% | +18.7% |
| YTD | -9.8% | -35.4% | +25.6% | -3.9% |
| 1Y | -1.3% | -46.9% | +45.6% | +6.9% |
| 3Y | +109.3% | -56.0% | +165.3% | +143.5% |
| All | +109.3% | -56.7% | +166.0% | +143.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling