+167.4%
IONQ vs CHTR
-79.2%
+246.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -7.8% |
| 7D | -11.5% | +17.2% | -28.7% | -16.0% |
| 30D | -8.1% | +31.6% | -39.7% | -17.3% |
| 3M | -35.8% | -11.6% | -24.2% | -34.4% |
| 6M | -47.7% | -3.3% | -44.5% | -49.0% |
| YTD | -35.6% | -33.7% | -1.9% | -30.3% |
| 1Y | -36.4% | -32.4% | -4.0% | -32.0% |
| 3Y | +150.0% | -65.9% | +216.0% | +256.1% |
| 5Y | +43.3% | -79.9% | +123.2% | +130.9% |
| All | +167.4% | -79.2% | +246.6% | +298.7% |
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