+2.1%
IONQ vs CHYM
-21.5%
+23.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +1.7% | -0.9% | 0.0% |
| 30D | -1.0% | +30.2% | -31.3% | -14.9% |
| 3M | -39.8% | +85.9% | -125.7% | -57.7% |
| 6M | +6.4% | +49.9% | -43.5% | -16.0% |
| YTD | -11.9% | +34.1% | -46.1% | -28.1% |
| 1Y | -6.2% | +37.0% | -43.2% | -25.8% |
| All | +2.1% | -21.5% | +23.6% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling