+167.4%
IONQ vs CPB
-40.3%
+207.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.2% | -9.6% | -5.4% |
| 7D | -11.5% | -1.6% | -9.9% | -11.8% |
| 30D | -8.1% | +19.2% | -27.3% | -2.8% |
| 3M | -35.8% | -0.9% | -34.9% | -35.5% |
| 6M | -47.7% | +15.2% | -63.0% | -44.7% |
| YTD | -35.6% | -13.1% | -22.6% | -37.4% |
| 1Y | -36.4% | -22.4% | -14.0% | -40.5% |
| 3Y | +150.0% | -35.3% | +185.3% | +125.0% |
| 5Y | +43.3% | -33.0% | +76.3% | +40.6% |
| All | +167.4% | -40.3% | +207.8% | +159.9% |
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