+52.8%
IONQ vs CPNG
-44.9%
+97.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +23.9% |
| 7D | +8.6% | +13.4% | -4.8% | +0.3% |
| 30D | -21.1% | +10.0% | -31.1% | -25.6% |
| 3M | -17.9% | -0.4% | -17.5% | -18.9% |
| 6M | -37.9% | -8.9% | -29.0% | -36.3% |
| YTD | -27.3% | -30.9% | +3.6% | -13.6% |
| 1Y | -43.2% | -43.8% | +0.6% | -23.6% |
| 3Y | +191.0% | -2.5% | +193.4% | +173.0% |
| All | +52.8% | -44.9% | +97.7% | +76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling