+109.3%
IONQ vs CTVA
+78.5%
+30.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.2% | +4.6% | +3.4% |
| 7D | +7.1% | -2.1% | +9.2% | +8.0% |
| 30D | -8.9% | +12.0% | -21.0% | -13.8% |
| 3M | -35.6% | +13.5% | -49.0% | -41.3% |
| 6M | +13.3% | +12.1% | +1.2% | +3.5% |
| YTD | -9.8% | +29.0% | -38.8% | -23.8% |
| 1Y | -1.3% | +18.9% | -20.2% | -13.2% |
| 3Y | +109.3% | +78.9% | +30.4% | +46.8% |
| All | +109.3% | +78.5% | +30.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling