+185.7%
IONQ vs CNP
+118.7%
+67.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.3% | -9.4% |
| 7D | +16.8% | +2.5% | +14.3% | +16.1% |
| 30D | -11.1% | +4.0% | -15.2% | -12.1% |
| 3M | -31.7% | +1.6% | -33.4% | -32.1% |
| 6M | -44.8% | -1.7% | -43.1% | -44.9% |
| YTD | -31.2% | +8.6% | -39.9% | -34.3% |
| 1Y | -39.1% | +5.8% | -45.0% | -41.3% |
| 3Y | +189.5% | +63.0% | +126.5% | +135.5% |
| 5Y | +53.2% | +74.7% | -21.5% | +26.0% |
| All | +185.7% | +118.7% | +67.0% | +113.8% |
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