-13.0%
IONQ vs CMG
-8.5%
-4.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -5.2% |
| 7D | +1.3% | -6.5% | +7.8% | +2.9% |
| 30D | -10.3% | +12.1% | -22.4% | -13.0% |
| 3M | -32.7% | +20.6% | -53.3% | -37.7% |
| 6M | +6.3% | +2.1% | +4.2% | +5.7% |
| YTD | -15.0% | -2.6% | -12.4% | -12.6% |
| All | -13.0% | -8.5% | -4.6% | -5.2% |
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