+126.0%
IONQ vs CMG
-5.1%
+131.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.9% |
| 7D | +0.8% | -2.8% | +3.6% | +1.8% |
| 30D | -1.0% | +7.1% | -8.2% | -4.1% |
| 3M | -39.8% | +31.2% | -71.0% | -48.0% |
| 6M | +6.4% | +0.7% | +5.8% | +4.3% |
| YTD | -11.9% | -0.1% | -11.8% | -12.7% |
| 1Y | -6.2% | -10.7% | +4.6% | -2.4% |
| All | +126.0% | -5.1% | +131.0% | +128.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling