+265.9%
IONQ vs CP
+37.2%
+228.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +0.8% | -2.7% | +3.5% | +2.9% |
| 30D | -1.0% | +0.2% | -1.2% | -0.9% |
| 3M | -39.8% | +2.6% | -42.4% | -41.5% |
| 6M | +6.4% | +6.0% | +0.5% | +0.6% |
| YTD | -11.9% | +24.9% | -36.9% | -27.3% |
| 1Y | -6.2% | +20.1% | -26.3% | -20.3% |
| 3Y | +125.7% | +16.4% | +109.3% | +95.5% |
| 5Y | +296.0% | +31.7% | +264.3% | +223.2% |
| All | +265.9% | +37.2% | +228.7% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling