-36.4%
IONQ vs CHTR
-34.9%
-1.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -6.1% |
| 7D | -11.5% | +17.2% | -28.7% | -10.5% |
| 30D | -8.1% | +31.6% | -39.7% | -7.4% |
| 3M | -35.8% | -11.6% | -24.2% | -35.1% |
| 6M | -47.7% | -3.3% | -44.5% | -47.5% |
| YTD | -35.6% | -33.7% | -1.9% | -28.4% |
| 1Y | -36.4% | -32.4% | -4.0% | -28.4% |
| All | -36.4% | -34.9% | -1.5% | -28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling