+202.0%
IONQ vs CHD
+34.6%
+167.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +22.9% |
| 7D | +8.6% | +2.0% | +6.6% | +9.3% |
| 30D | -21.1% | +13.0% | -34.1% | -18.3% |
| 3M | -17.9% | +6.1% | -24.0% | -16.1% |
| 6M | -37.9% | +15.9% | -53.8% | -35.0% |
| YTD | -27.3% | +31.6% | -58.9% | -22.3% |
| 1Y | -43.2% | +28.5% | -71.7% | -39.4% |
| 3Y | +191.0% | +30.5% | +160.5% | +207.4% |
| 5Y | +69.3% | +30.7% | +38.6% | +71.2% |
| All | +202.0% | +34.6% | +167.5% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling