+215.4%
IONQ vs CMI
+132.1%
+83.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -4.5% |
| 7D | +15.3% | -1.8% | +17.1% | +17.7% |
| 30D | -6.1% | -12.2% | +6.1% | +6.5% |
| 3M | -21.6% | -26.5% | +4.9% | +4.8% |
| 6M | -40.1% | -33.6% | -6.5% | -13.0% |
| YTD | -24.1% | -8.3% | -15.8% | -19.0% |
| 1Y | -37.4% | -1.3% | -36.2% | -37.7% |
| 3Y | +219.5% | +124.8% | +94.8% | +56.3% |
| 5Y | +76.9% | +119.9% | -42.9% | -15.3% |
| All | +215.4% | +132.1% | +83.3% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling