+202.0%
IONQ vs CPB
-39.4%
+241.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +23.0% |
| 7D | +8.6% | +8.0% | +0.6% | +11.4% |
| 30D | -21.1% | +22.4% | -43.5% | -15.9% |
| 3M | -17.9% | +3.8% | -21.7% | -16.4% |
| 6M | -37.9% | +13.7% | -51.6% | -34.6% |
| YTD | -27.3% | -11.7% | -15.6% | -29.0% |
| 1Y | -43.2% | -18.1% | -25.1% | -45.9% |
| 3Y | +191.0% | -34.7% | +225.7% | +162.3% |
| 5Y | +69.3% | -30.6% | +99.8% | +67.7% |
| All | +202.0% | -39.4% | +241.4% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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