+265.9%
IONQ vs CTVA
+140.5%
+125.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.7% |
| 7D | +0.8% | +4.9% | -4.1% | -1.9% |
| 30D | -1.0% | +11.9% | -12.9% | -7.2% |
| 3M | -39.8% | +13.7% | -53.5% | -45.4% |
| 6M | +6.4% | +13.1% | -6.7% | -3.5% |
| YTD | -11.9% | +32.0% | -43.9% | -27.1% |
| 1Y | -6.2% | +22.1% | -28.2% | -19.1% |
| 3Y | +125.7% | +77.5% | +48.2% | +55.0% |
| 5Y | +296.0% | +106.3% | +189.7% | +152.8% |
| All | +265.9% | +140.5% | +125.4% | +131.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling