+227.2%
IONQ vs CPB
-40.1%
+267.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.2% | +9.5% | +8.0% |
| 7D | +25.5% | +3.3% | +22.2% | +26.9% |
| 30D | -11.4% | +19.0% | -30.4% | -6.4% |
| 3M | -20.5% | +0.4% | -20.9% | -19.8% |
| 6M | -28.2% | +13.0% | -41.2% | -24.5% |
| YTD | -21.2% | -12.7% | -8.5% | -23.3% |
| 1Y | -40.4% | -20.9% | -19.5% | -43.9% |
| 3Y | +214.7% | -35.4% | +250.1% | +182.8% |
| 5Y | +56.9% | -32.3% | +89.1% | +54.3% |
| All | +227.2% | -40.1% | +267.3% | +218.3% |
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