-44.7%
IONQ vs CMG
+12.0%
-56.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.8% | -7.3% | -2.2% |
| 7D | -8.9% | +22.5% | -31.4% | -11.3% |
| 30D | -31.3% | +14.1% | -45.4% | -32.3% |
| 3M | -29.2% | +4.1% | -33.3% | -29.4% |
| 6M | -35.4% | +10.1% | -45.5% | -37.7% |
| YTD | -34.2% | -4.9% | -29.3% | -28.4% |
| 1Y | -44.7% | +10.9% | -55.6% | -38.5% |
| All | -44.7% | +12.0% | -56.6% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 1y: compounded portfolio wealth divided by compounded CMG 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…
1y analysis · Full analysis span regression · 6 months rolling