+227.2%
IONQ vs CG
+60.1%
+167.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.6% | +1.8% | +2.3% |
| 7D | +25.5% | +3.0% | +22.4% | +22.1% |
| 30D | -11.4% | +10.1% | -21.5% | -19.1% |
| 3M | -20.5% | -10.8% | -9.6% | -12.6% |
| 6M | -28.2% | -15.2% | -13.0% | -18.8% |
| YTD | -21.2% | -26.9% | +5.7% | +3.6% |
| 1Y | -40.4% | -17.0% | -23.3% | -30.2% |
| 3Y | +214.7% | +54.6% | +160.1% | +102.5% |
| 5Y | +56.9% | -16.7% | +73.6% | +56.1% |
| All | +227.2% | +60.1% | +167.1% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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