+167.4%
IONQ vs CNH
+21.0%
+146.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -11.5% | +3.0% | -14.5% | -12.7% |
| 30D | -8.1% | -0.6% | -7.5% | -7.6% |
| 3M | -35.8% | +14.6% | -50.4% | -41.5% |
| 6M | -47.7% | +11.8% | -59.5% | -52.3% |
| YTD | -35.6% | +30.4% | -66.1% | -48.1% |
| 1Y | -36.4% | +19.1% | -55.4% | -46.0% |
| 3Y | +150.0% | +30.2% | +119.9% | +97.1% |
| 5Y | +43.3% | -17.8% | +61.1% | +39.1% |
| All | +167.4% | +21.0% | +146.4% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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