+150.0%
IONQ vs CMI
+121.3%
+28.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.7% |
| 7D | -11.5% | +0.5% | -11.9% | -11.7% |
| 30D | -8.1% | -14.0% | +5.9% | +8.0% |
| 3M | -35.8% | -28.1% | -7.7% | -9.3% |
| 6M | -47.7% | -35.8% | -11.9% | -18.0% |
| YTD | -35.6% | -10.5% | -25.1% | -30.9% |
| 1Y | -36.4% | -1.9% | -34.5% | -38.7% |
| 3Y | +150.0% | +121.0% | +29.1% | -21.6% |
| All | +150.0% | +121.3% | +28.7% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling