+144.7%
IONQ vs CP
+40.8%
+104.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.7% | -9.8% | -10.0% |
| 7D | -16.7% | +6.1% | -22.8% | -20.4% |
| 30D | -38.9% | +9.8% | -48.7% | -43.2% |
| 3M | -33.8% | +2.7% | -36.6% | -35.2% |
| 6M | -44.9% | +12.8% | -57.7% | -50.4% |
| YTD | -41.1% | +28.2% | -69.3% | -52.4% |
| 1Y | -52.3% | +34.1% | -86.4% | -62.9% |
| 3Y | +128.2% | +28.9% | +99.4% | +83.5% |
| 5Y | +37.2% | +27.1% | +10.1% | +10.9% |
| All | +144.7% | +40.8% | +104.0% | +93.0% |
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