+265.9%
IONQ vs CELH
+74.6%
+191.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.2% |
| 7D | +0.8% | -7.0% | +7.9% | +3.0% |
| 30D | -1.0% | +5.2% | -6.2% | -3.9% |
| 3M | -39.8% | +10.5% | -50.3% | -42.9% |
| 6M | +6.4% | -32.7% | +39.2% | +16.5% |
| YTD | -11.9% | -33.0% | +21.0% | -3.3% |
| 1Y | -6.2% | -49.5% | +43.4% | +9.4% |
| 3Y | +125.7% | -52.6% | +178.3% | +141.9% |
| 5Y | +296.0% | +5.2% | +290.8% | +159.3% |
| All | +265.9% | +74.6% | +191.3% | +119.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling