+227.2%
IONQ vs CNH
+30.2%
+197.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.9% | -2.6% | +2.7% |
| 7D | +25.5% | +8.6% | +16.9% | +20.7% |
| 30D | -11.4% | +12.6% | -24.0% | -16.7% |
| 3M | -20.5% | +17.5% | -38.0% | -28.4% |
| 6M | -28.2% | +18.1% | -46.3% | -36.4% |
| YTD | -21.2% | +40.4% | -61.6% | -38.9% |
| 1Y | -40.4% | +34.0% | -74.4% | -52.7% |
| 3Y | +214.7% | +35.3% | +179.4% | +143.5% |
| 5Y | +56.9% | -5.1% | +62.0% | +45.7% |
| All | +227.2% | +30.2% | +197.0% | +183.6% |
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