+224.0%
IONQ vs CNP
+120.3%
+103.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.3% |
| 7D | +16.7% | -3.0% | +19.7% | +17.7% |
| 30D | -12.3% | +6.8% | -19.1% | -13.9% |
| 3M | -17.7% | +3.6% | -21.4% | -18.6% |
| 6M | -28.9% | 0.0% | -28.9% | -29.4% |
| YTD | -22.0% | +9.4% | -31.4% | -25.6% |
| 1Y | -36.8% | +6.8% | -43.6% | -39.2% |
| 3Y | +228.2% | +64.2% | +164.1% | +166.4% |
| 5Y | +91.9% | +76.0% | +15.9% | +57.6% |
| All | +224.0% | +120.3% | +103.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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