+274.7%
IONQ vs CGNX
-20.4%
+295.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +7.1% | +3.6% | +3.5% | +4.6% |
| 30D | -8.9% | -6.8% | -2.1% | -4.5% |
| 3M | -35.6% | -0.1% | -35.4% | -35.6% |
| 6M | +13.3% | +26.2% | -12.9% | -2.1% |
| YTD | -9.8% | +73.7% | -83.5% | -44.0% |
| 1Y | -1.3% | +40.4% | -41.7% | -28.1% |
| 3Y | +109.3% | +46.1% | +63.2% | +34.6% |
| 5Y | +304.7% | -25.6% | +330.3% | +307.2% |
| All | +274.7% | -20.4% | +295.1% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling