+202.0%
IONQ vs CPB
-40.2%
+242.2%
-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% | +2.5% | -20.4% | -16.7% |
| 6M | -37.9% | +12.2% | -50.2% | -34.8% |
| YTD | -27.3% | -12.8% | -14.5% | -29.3% |
| 1Y | -43.2% | -19.2% | -24.0% | -46.1% |
| 3Y | +191.0% | -35.6% | +226.5% | +161.3% |
| 5Y | +69.3% | -31.4% | +100.7% | +67.0% |
| All | +202.0% | -40.2% | +242.2% | +193.7% |
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