+185.7%
IONQ vs CPRT
+0.1%
+185.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.0% |
| 7D | +16.8% | -1.5% | +18.2% | +18.1% |
| 30D | -11.1% | +21.4% | -32.5% | -26.3% |
| 3M | -31.7% | +10.4% | -42.1% | -39.9% |
| 6M | -44.8% | -4.3% | -40.5% | -46.2% |
| YTD | -31.2% | -18.3% | -13.0% | -21.7% |
| 1Y | -39.1% | -22.5% | -16.7% | -27.2% |
| 3Y | +189.5% | -34.3% | +223.8% | +285.9% |
| 5Y | +53.2% | -17.8% | +70.9% | +45.0% |
| All | +185.7% | +0.1% | +185.6% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling