-47.7%
IONQ vs CHTR
-5.5%
-42.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.3% | -10.7% | -6.1% |
| 7D | -11.5% | +17.2% | -28.7% | -10.3% |
| 30D | -8.1% | +31.6% | -39.7% | -8.4% |
| 3M | -35.8% | -11.6% | -24.2% | -33.8% |
| 6M | -47.7% | -3.3% | -44.5% | -47.9% |
| All | -47.7% | -5.5% | -42.3% | -47.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling