+6.4%
IONQ vs CELH
-35.3%
+41.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.8% |
| 7D | +0.8% | -7.0% | +7.9% | +2.0% |
| 30D | -1.0% | +5.2% | -6.2% | -4.8% |
| 3M | -39.8% | +10.5% | -50.3% | -43.1% |
| 6M | +6.4% | -32.7% | +39.2% | +17.3% |
| All | +6.4% | -35.3% | +41.7% | +17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling