+185.7%
IONQ vs CNH
+21.6%
+164.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.2% | -5.2% | -7.2% |
| 7D | +16.8% | +6.4% | +10.4% | +13.4% |
| 30D | -11.1% | -1.6% | -9.5% | -10.1% |
| 3M | -31.7% | +11.6% | -43.3% | -36.9% |
| 6M | -44.8% | +12.5% | -57.3% | -49.8% |
| YTD | -31.2% | +31.1% | -62.3% | -44.7% |
| 1Y | -39.1% | +17.0% | -56.1% | -47.7% |
| 3Y | +189.5% | +28.7% | +160.8% | +129.5% |
| 5Y | +53.2% | -17.4% | +70.6% | +48.2% |
| All | +185.7% | +21.6% | +164.2% | +156.8% |
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