+202.0%
IONQ vs CNP
+117.2%
+84.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.7% | +21.7% | +22.9% |
| 7D | +8.6% | -4.2% | +12.8% | +10.0% |
| 30D | -21.1% | +5.5% | -26.6% | -22.2% |
| 3M | -17.9% | +0.6% | -18.4% | -18.0% |
| 6M | -37.9% | -2.8% | -35.1% | -37.8% |
| YTD | -27.3% | +7.9% | -35.2% | -30.4% |
| 1Y | -43.2% | +6.7% | -49.9% | -45.4% |
| 3Y | +191.0% | +61.1% | +129.9% | +137.5% |
| 5Y | +69.3% | +73.0% | -3.7% | +39.6% |
| All | +202.0% | +117.2% | +84.9% | +126.5% |
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