+274.7%
IONQ vs CHD
+18.8%
+255.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +1.9% |
| 7D | +7.1% | -2.9% | +10.0% | +6.4% |
| 30D | -8.9% | -6.2% | -2.7% | -10.1% |
| 3M | -35.6% | +1.6% | -37.1% | -35.1% |
| 6M | +13.3% | -3.5% | +16.8% | +13.5% |
| YTD | -9.8% | +16.2% | -26.0% | -6.9% |
| 1Y | -1.3% | +3.4% | -4.7% | +0.6% |
| 3Y | +109.3% | +4.6% | +104.6% | +113.0% |
| 5Y | +304.7% | +21.1% | +283.6% | +298.8% |
| All | +274.7% | +18.8% | +255.9% | +282.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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