+253.1%
IONQ vs CMG
+29.9%
+223.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -4.0% |
| 7D | +1.3% | -6.5% | +7.8% | +6.2% |
| 30D | -10.3% | +12.1% | -22.4% | -18.0% |
| 3M | -32.7% | +20.6% | -53.3% | -44.2% |
| 6M | +6.3% | +2.1% | +4.2% | -0.8% |
| YTD | -15.0% | -2.6% | -12.4% | -17.2% |
| 1Y | -13.3% | -8.7% | -4.6% | -13.8% |
| 3Y | +97.2% | -7.4% | +104.6% | +63.0% |
| 5Y | +278.7% | -5.7% | +284.4% | +177.4% |
| All | +253.1% | +29.9% | +223.2% | +120.6% |
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