+294.8%
IONQ vs CME
+78.2%
+216.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | -1.6% | +2.4% | +1.3% |
| 30D | -1.0% | +6.2% | -7.3% | -3.1% |
| 3M | -39.8% | +10.4% | -50.2% | -42.1% |
| 6M | +6.4% | -9.5% | +16.0% | +11.1% |
| YTD | -11.9% | +6.0% | -17.9% | -15.1% |
| 1Y | -6.2% | +9.3% | -15.4% | -11.1% |
| 3Y | +125.7% | +57.7% | +68.0% | +52.9% |
| All | +294.8% | +78.2% | +216.7% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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