+227.2%
IONQ vs CHD
+37.0%
+190.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.8% | +6.5% | +8.8% |
| 7D | +25.5% | +0.8% | +24.7% | +25.8% |
| 30D | -11.4% | +13.5% | -24.9% | -8.2% |
| 3M | -20.5% | +8.1% | -28.6% | -18.4% |
| 6M | -28.2% | +19.9% | -48.1% | -24.3% |
| YTD | -21.2% | +34.0% | -55.2% | -15.5% |
| 1Y | -40.4% | +29.8% | -70.2% | -36.2% |
| 3Y | +214.7% | +28.7% | +186.0% | +233.6% |
| 5Y | +56.9% | +31.8% | +25.1% | +59.1% |
| All | +227.2% | +37.0% | +190.2% | +247.7% |
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