+167.4%
IONQ vs CI
+57.9%
+109.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.7% | -6.4% |
| 7D | -11.5% | +1.2% | -12.6% | -11.5% |
| 30D | -8.1% | +2.6% | -10.6% | -8.1% |
| 3M | -35.8% | +7.4% | -43.2% | -35.8% |
| 6M | -47.7% | -0.1% | -47.6% | -47.7% |
| YTD | -35.6% | +9.7% | -45.4% | -35.8% |
| 1Y | -36.4% | +12.1% | -48.5% | -36.6% |
| 3Y | +150.0% | +7.0% | +143.0% | +146.8% |
| 5Y | +43.3% | +49.7% | -6.4% | +28.5% |
| All | +167.4% | +57.9% | +109.5% | +138.1% |
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