+304.7%
IONQ vs CPNG
-53.2%
+357.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.5% | +4.2% |
| 7D | +7.1% | -6.3% | +13.4% | +11.0% |
| 30D | -8.9% | -8.7% | -0.2% | -4.5% |
| 3M | -35.6% | -2.4% | -33.1% | -36.3% |
| 6M | +13.3% | -22.3% | +35.6% | +26.7% |
| YTD | -9.8% | -37.2% | +27.4% | +14.4% |
| 1Y | -1.3% | -53.0% | +51.7% | +49.0% |
| 3Y | +109.3% | -20.0% | +129.3% | +121.4% |
| 5Y | +304.7% | -52.8% | +357.5% | +449.6% |
| All | +304.7% | -53.2% | +357.9% | +449.6% |
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 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