+191.0%
IONQ vs CP
+26.5%
+164.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.7% | +25.1% | +24.7% |
| 7D | +8.6% | +2.8% | +5.8% | +5.8% |
| 30D | -21.1% | +10.2% | -31.3% | -27.5% |
| 3M | -17.9% | +2.4% | -20.2% | -19.6% |
| 6M | -37.9% | +7.7% | -45.6% | -42.7% |
| YTD | -27.3% | +26.0% | -53.3% | -42.3% |
| 1Y | -43.2% | +34.6% | -77.8% | -57.9% |
| 3Y | +191.0% | +26.7% | +164.3% | +108.4% |
| All | +191.0% | +26.5% | +164.5% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 3y: compounded portfolio wealth divided by compounded CP 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…
3y analysis · Full analysis span regression · 6 months rolling