+202.0%
IONQ vs CNH
+17.4%
+184.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.8% | +20.7% | +22.0% |
| 7D | +8.6% | -1.7% | +10.3% | +9.9% |
| 30D | -21.1% | -7.2% | -13.9% | -18.2% |
| 3M | -17.9% | +6.5% | -24.4% | -22.2% |
| 6M | -37.9% | +7.9% | -45.8% | -42.4% |
| YTD | -27.3% | +26.6% | -53.9% | -40.5% |
| 1Y | -43.2% | +13.8% | -57.0% | -50.8% |
| 3Y | +191.0% | +9.2% | +181.8% | +151.8% |
| 5Y | +69.3% | -15.6% | +84.9% | +65.9% |
| All | +202.0% | +17.4% | +184.6% | +176.2% |
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