+167.4%
IONQ vs CMG
+27.2%
+140.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.3% | -6.7% | -6.6% |
| 7D | -11.5% | +2.5% | -13.9% | -12.7% |
| 30D | -8.1% | +15.6% | -23.7% | -18.0% |
| 3M | -35.8% | +8.2% | -44.0% | -41.0% |
| 6M | -47.7% | +9.9% | -57.6% | -55.0% |
| YTD | -35.6% | -4.6% | -31.0% | -37.7% |
| 1Y | -36.4% | +12.4% | -48.8% | -46.7% |
| 3Y | +150.0% | -18.0% | +168.0% | +130.4% |
| 5Y | +43.3% | -5.3% | +48.6% | +3.7% |
| All | +167.4% | +27.2% | +140.2% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling