+144.7%
IONQ vs CPRT
+1.6%
+143.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.4% | -10.1% | -10.2% |
| 7D | -16.7% | +9.9% | -26.6% | -24.1% |
| 30D | -38.9% | +21.1% | -60.1% | -49.1% |
| 3M | -33.8% | +12.3% | -46.2% | -42.4% |
| 6M | -44.9% | -2.0% | -42.9% | -47.7% |
| YTD | -41.1% | -17.0% | -24.1% | -33.6% |
| 1Y | -52.3% | -22.5% | -29.8% | -42.9% |
| 3Y | +128.2% | -29.3% | +157.5% | +176.0% |
| 5Y | +37.2% | -15.6% | +52.7% | +27.9% |
| All | +144.7% | +1.6% | +143.1% | +96.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling