+240.3%
IONQ vs CHTR
-78.1%
+318.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -1.6% |
| 7D | -7.0% | -4.1% | -2.9% | -5.8% |
| 30D | -18.7% | -3.0% | -15.7% | -18.6% |
| 3M | -36.6% | +4.8% | -41.4% | -39.1% |
| 6M | +7.2% | -35.0% | +42.3% | +20.6% |
| YTD | -18.1% | -30.2% | +12.1% | -11.8% |
| 1Y | -21.9% | -44.8% | +22.9% | -6.2% |
| 3Y | +86.7% | -66.6% | +153.3% | +175.7% |
| 5Y | +267.5% | -81.5% | +349.0% | +497.7% |
| All | +240.3% | -78.1% | +318.4% | +404.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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