+167.4%
IONQ vs CTVA
+72.0%
+95.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -7.6% |
| 7D | -11.5% | -20.8% | +9.3% | -2.9% |
| 30D | -8.1% | -29.6% | +21.5% | +5.9% |
| 3M | -35.8% | -16.9% | -18.9% | -33.2% |
| 6M | -47.7% | -24.3% | -23.5% | -44.0% |
| YTD | -35.6% | -5.6% | -30.0% | -39.7% |
| 1Y | -36.4% | -4.2% | -32.2% | -40.9% |
| 3Y | +150.0% | +43.3% | +106.8% | +80.7% |
| 5Y | +43.3% | +35.7% | +7.6% | +7.0% |
| All | +167.4% | +72.0% | +95.4% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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