-36.8%
IONQ vs CMG
+16.2%
-53.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +16.7% | +8.0% | +8.7% | +15.5% |
| 30D | -12.3% | +13.7% | -26.0% | -13.5% |
| 3M | -17.7% | +11.8% | -29.5% | -19.1% |
| 6M | -28.9% | +10.6% | -39.5% | -31.0% |
| YTD | -22.0% | -2.9% | -19.1% | -14.9% |
| 1Y | -36.8% | +17.8% | -54.7% | -30.7% |
| All | -36.8% | +16.2% | -53.1% | -30.7% |
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