+227.2%
IONQ vs CI
+57.1%
+170.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.7% | +8.3% |
| 7D | +25.5% | +0.1% | +25.3% | +25.4% |
| 30D | -11.4% | +4.7% | -16.1% | -11.5% |
| 3M | -20.5% | +5.2% | -25.7% | -20.5% |
| 6M | -28.2% | +3.8% | -32.0% | -28.3% |
| YTD | -21.2% | +9.2% | -30.5% | -21.5% |
| 1Y | -40.4% | +14.3% | -54.6% | -40.7% |
| 3Y | +214.7% | +8.4% | +206.3% | +209.2% |
| 5Y | +56.9% | +50.0% | +6.8% | +40.6% |
| All | +227.2% | +57.1% | +170.1% | +191.3% |
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