+265.9%
IONQ vs CPRT
+5.5%
+260.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +0.9% |
| 7D | +0.8% | +2.2% | -1.4% | -1.2% |
| 30D | -1.0% | +16.6% | -17.7% | -14.9% |
| 3M | -39.8% | +9.6% | -49.4% | -47.2% |
| 6M | +6.4% | -11.1% | +17.6% | +15.6% |
| YTD | -11.9% | -13.9% | +1.9% | -2.0% |
| 1Y | -6.2% | -32.5% | +26.4% | +33.6% |
| 3Y | +125.7% | -25.0% | +150.7% | +164.8% |
| 5Y | +296.0% | -7.4% | +303.4% | +252.3% |
| All | +265.9% | +5.5% | +260.4% | +189.7% |
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