+241.1%
IONQ vs CNQ
+445.8%
-204.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -2.9% |
| 7D | -5.6% | -0.7% | -4.9% | -5.3% |
| 30D | -15.2% | +6.7% | -21.9% | -18.0% |
| 3M | -34.9% | +12.8% | -47.7% | -39.4% |
| 6M | +4.9% | +13.3% | -8.4% | -4.2% |
| YTD | -17.9% | +53.1% | -71.0% | -36.9% |
| 1Y | -16.0% | +66.1% | -82.1% | -38.2% |
| 3Y | +90.5% | +75.4% | +15.1% | +34.1% |
| 5Y | +268.4% | +288.1% | -19.7% | +109.0% |
| All | +241.1% | +445.8% | -204.7% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling