+202.0%
IONQ vs CME
+108.8%
+93.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.9% | +23.5% |
| 7D | +8.6% | +0.9% | +7.7% | +8.3% |
| 30D | -21.1% | +13.2% | -34.3% | -23.8% |
| 3M | -17.9% | +16.3% | -34.1% | -21.5% |
| 6M | -37.9% | +7.1% | -45.1% | -39.3% |
| YTD | -27.3% | +15.8% | -43.1% | -31.4% |
| 1Y | -43.2% | +17.1% | -60.3% | -46.7% |
| 3Y | +191.0% | +63.2% | +127.8% | +117.6% |
| 5Y | +69.3% | +70.2% | -0.9% | +22.2% |
| All | +202.0% | +108.8% | +93.2% | +111.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling