+87.2%
IONQ vs CGNX
+43.9%
+43.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.2% |
| 7D | -5.6% | +1.5% | -7.1% | -6.3% |
| 30D | -15.2% | -1.8% | -13.4% | -14.3% |
| 3M | -34.9% | +5.3% | -40.2% | -36.5% |
| 6M | +4.9% | +22.3% | -17.4% | -3.7% |
| YTD | -17.9% | +72.2% | -90.1% | -41.8% |
| 1Y | -16.0% | +39.8% | -55.8% | -32.2% |
| All | +87.2% | +43.9% | +43.3% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling