+253.1%
IONQ vs CTVA
+132.0%
+121.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -5.1% |
| 7D | +1.3% | -5.8% | +7.1% | +4.4% |
| 30D | -10.3% | +11.1% | -21.4% | -15.6% |
| 3M | -32.7% | +13.2% | -45.9% | -39.0% |
| 6M | +6.3% | +8.7% | -2.4% | -1.6% |
| YTD | -15.0% | +27.3% | -42.3% | -28.3% |
| 1Y | -13.3% | +18.0% | -31.3% | -23.9% |
| 3Y | +97.2% | +76.5% | +20.7% | +35.3% |
| 5Y | +278.7% | +105.1% | +173.7% | +144.9% |
| All | +253.1% | +132.0% | +121.2% | +127.9% |
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