+191.0%
IONQ vs CPNG
-3.9%
+194.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +23.8% |
| 7D | +8.6% | +13.4% | -4.8% | +1.0% |
| 30D | -21.1% | +10.0% | -31.1% | -25.2% |
| 3M | -17.9% | -0.4% | -17.5% | -18.6% |
| 6M | -37.9% | -8.9% | -29.0% | -36.0% |
| YTD | -27.3% | -30.9% | +3.6% | -13.5% |
| 1Y | -43.2% | -43.8% | +0.6% | -22.9% |
| 3Y | +191.0% | -2.5% | +193.4% | +177.6% |
| All | +191.0% | -3.9% | +194.9% | +177.6% |
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