+252.9%
IONQ vs CPNG
-75.9%
+328.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +2.0% |
| 7D | +0.8% | -7.4% | +8.3% | +4.9% |
| 30D | -1.0% | -4.4% | +3.4% | +0.8% |
| 3M | -39.8% | -7.5% | -32.3% | -38.3% |
| 6M | +6.4% | -19.9% | +26.4% | +16.2% |
| YTD | -11.9% | -35.2% | +23.3% | +7.5% |
| 1Y | -6.2% | -46.8% | +40.6% | +26.8% |
| 3Y | +125.7% | -20.2% | +145.9% | +140.5% |
| 5Y | +296.0% | -48.4% | +344.4% | +327.6% |
| All | +252.9% | -75.9% | +328.8% | +294.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling