+265.9%
IONQ vs CNP
+111.9%
+154.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +0.8% | +1.1% | -0.3% | +0.5% |
| 30D | -1.0% | -1.8% | +0.8% | -0.6% |
| 3M | -39.8% | -4.6% | -35.2% | -39.5% |
| 6M | +6.4% | -8.8% | +15.3% | +8.6% |
| YTD | -11.9% | +5.2% | -17.2% | -15.1% |
| 1Y | -6.2% | +8.3% | -14.5% | -10.8% |
| 3Y | +125.7% | +54.9% | +70.8% | +86.1% |
| 5Y | +296.0% | +73.5% | +222.5% | +226.6% |
| All | +265.9% | +111.9% | +154.1% | +176.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling