+202.0%
IONQ vs CG
+50.2%
+151.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +24.0% |
| 7D | +8.6% | -1.2% | +9.8% | +9.5% |
| 30D | -21.1% | +5.0% | -26.1% | -24.9% |
| 3M | -17.9% | -18.2% | +0.3% | -2.7% |
| 6M | -37.9% | -20.7% | -17.2% | -25.3% |
| YTD | -27.3% | -31.4% | +4.1% | +1.2% |
| 1Y | -43.2% | -22.3% | -20.9% | -29.5% |
| 3Y | +191.0% | +50.2% | +140.8% | +92.0% |
| 5Y | +69.3% | -22.1% | +91.3% | +78.3% |
| All | +202.0% | +50.2% | +151.8% | +215.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling