+265.9%
IONQ vs CG
+77.7%
+188.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.8% |
| 7D | +0.8% | -4.3% | +5.1% | +4.9% |
| 30D | -1.0% | -5.1% | +4.1% | +3.0% |
| 3M | -39.8% | +8.7% | -48.5% | -45.5% |
| 6M | +6.4% | -9.2% | +15.7% | +14.8% |
| YTD | -11.9% | -18.9% | +6.9% | +5.8% |
| 1Y | -6.2% | -25.6% | +19.5% | +21.8% |
| 3Y | +125.7% | +57.3% | +68.4% | +44.0% |
| 5Y | +296.0% | +10.2% | +285.8% | +247.6% |
| All | +265.9% | +77.7% | +188.2% | +230.1% |
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 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