+253.1%
IONQ vs CMI
+177.9%
+75.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.2% | -4.5% | -4.6% |
| 7D | +1.3% | +0.7% | +0.6% | +0.6% |
| 30D | -10.3% | -12.3% | +2.0% | +1.7% |
| 3M | -32.7% | -16.8% | -15.9% | -20.8% |
| 6M | +6.3% | +1.5% | +4.8% | +3.4% |
| YTD | -15.0% | +9.8% | -24.8% | -23.3% |
| 1Y | -13.3% | +42.6% | -55.9% | -38.9% |
| 3Y | +97.2% | +151.0% | -53.8% | -13.7% |
| 5Y | +278.7% | +167.0% | +111.7% | +52.2% |
| All | +253.1% | +177.9% | +75.2% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling