+126.0%
IONQ vs CPNG
-15.6%
+141.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.1% |
| 7D | +0.8% | -7.4% | +8.3% | +5.0% |
| 30D | -1.0% | -4.4% | +3.4% | +0.9% |
| 3M | -39.8% | -7.5% | -32.3% | -38.2% |
| 6M | +6.4% | -19.9% | +26.4% | +16.5% |
| YTD | -11.9% | -35.2% | +23.3% | +8.8% |
| 1Y | -6.2% | -46.8% | +40.6% | +30.5% |
| All | +126.0% | -15.6% | +141.5% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 3y: compounded portfolio wealth divided by compounded CPNG 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…
3y analysis · Full analysis span regression · 6 months rolling