+240.3%
IONQ vs CGNX
-17.9%
+258.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -3.0% |
| 7D | -7.0% | +3.2% | -10.2% | -9.0% |
| 30D | -18.7% | +6.0% | -24.7% | -21.8% |
| 3M | -36.6% | +3.5% | -40.2% | -38.2% |
| 6M | +7.2% | +26.3% | -19.1% | -7.4% |
| YTD | -18.1% | +79.2% | -97.3% | -50.3% |
| 1Y | -21.9% | +43.8% | -65.7% | -44.0% |
| 3Y | +86.7% | +52.0% | +34.8% | +16.6% |
| 5Y | +267.5% | -24.0% | +291.5% | +263.6% |
| All | +240.3% | -17.9% | +258.2% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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