+304.7%
IONQ vs CMI
+170.2%
+134.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +7.1% | +1.9% | +5.2% | +5.1% |
| 30D | -8.9% | -12.5% | +3.6% | +4.3% |
| 3M | -35.6% | -16.2% | -19.3% | -24.0% |
| 6M | +13.3% | +4.9% | +8.4% | +5.8% |
| YTD | -9.8% | +11.1% | -20.9% | -20.7% |
| 1Y | -1.3% | +43.4% | -44.7% | -33.2% |
| 3Y | +109.3% | +154.1% | -44.8% | -17.6% |
| 5Y | +304.7% | +169.5% | +135.2% | +38.5% |
| All | +304.7% | +170.2% | +134.5% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling