+265.9%
IONQ vs CMG
+33.3%
+232.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.4% |
| 7D | +0.8% | -2.8% | +3.6% | +2.7% |
| 30D | -1.0% | +7.1% | -8.2% | -6.7% |
| 3M | -39.8% | +31.2% | -71.0% | -53.6% |
| 6M | +6.4% | +0.7% | +5.8% | +0.5% |
| YTD | -11.9% | -0.1% | -11.8% | -15.8% |
| 1Y | -6.2% | -10.7% | +4.6% | -4.5% |
| 3Y | +125.7% | -4.7% | +130.4% | +82.0% |
| 5Y | +296.0% | -3.8% | +299.7% | +185.2% |
| All | +265.9% | +33.3% | +232.7% | +124.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling