+185.7%
IONQ vs CI
+57.5%
+128.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -9.4% |
| 7D | +16.8% | -1.7% | +18.5% | +16.8% |
| 30D | -11.1% | +4.9% | -16.0% | -11.2% |
| 3M | -31.7% | +7.4% | -39.1% | -31.8% |
| 6M | -44.8% | +0.4% | -45.2% | -44.7% |
| YTD | -31.2% | +9.5% | -40.7% | -31.4% |
| 1Y | -39.1% | +12.0% | -51.1% | -39.4% |
| 3Y | +189.5% | +7.1% | +182.4% | +185.6% |
| 5Y | +53.2% | +49.3% | +3.8% | +37.3% |
| All | +185.7% | +57.5% | +128.3% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling