+240.3%
IONQ vs CNQ
+442.8%
-202.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -18.7% | +6.2% | -24.9% | -21.2% |
| 3M | -36.6% | +12.4% | -49.0% | -40.9% |
| 6M | +7.2% | +9.0% | -1.8% | +0.1% |
| YTD | -18.1% | +52.2% | -70.3% | -36.9% |
| 1Y | -21.9% | +65.0% | -86.9% | -42.4% |
| 3Y | +86.7% | +78.8% | +7.9% | +30.2% |
| 5Y | +267.5% | +286.0% | -18.5% | +109.1% |
| All | +240.3% | +442.8% | -202.5% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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