+56.9%
IONQ vs CMG
-0.9%
+57.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.8% | +4.5% | +5.7% |
| 7D | +25.5% | +8.6% | +16.9% | +17.8% |
| 30D | -11.4% | +13.1% | -24.5% | -20.0% |
| 3M | -20.5% | +9.0% | -29.5% | -27.5% |
| 6M | -28.2% | +10.0% | -38.2% | -38.8% |
| YTD | -21.2% | -3.4% | -17.8% | -24.6% |
| 1Y | -40.4% | +16.8% | -57.2% | -52.4% |
| 3Y | +214.7% | -14.7% | +229.4% | +166.4% |
| 5Y | +56.9% | -1.5% | +58.4% | +37.8% |
| All | +56.9% | -0.9% | +57.8% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling