-16.0%
IONQ vs CHYM
+34.7%
-50.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.4% | +2.0% | -0.5% |
| 7D | -5.6% | -2.9% | -2.7% | -4.6% |
| 30D | -15.2% | +3.0% | -18.2% | -17.2% |
| 3M | -34.9% | +98.7% | -133.7% | -60.6% |
| 6M | +4.9% | +46.4% | -41.5% | -20.8% |
| YTD | -17.9% | +29.8% | -47.7% | -34.9% |
| 1Y | -16.0% | +40.5% | -56.5% | -30.5% |
| All | -16.0% | +34.7% | -50.7% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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