-1.5%
IONQ vs CHYM
-19.7%
+18.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.9% | -12.7% | -8.9% |
| 7D | +1.3% | +3.4% | -2.1% | -0.6% |
| 30D | -10.3% | +12.0% | -22.3% | -15.3% |
| 3M | -32.7% | +102.4% | -135.1% | -55.2% |
| 6M | +6.3% | +52.7% | -46.3% | -17.0% |
| YTD | -15.0% | +37.3% | -52.3% | -31.6% |
| 1Y | -13.3% | +42.2% | -55.5% | -32.6% |
| All | -1.5% | -19.7% | +18.2% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling