+144.7%
IONQ vs CVE
+405.9%
-261.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.8% | -9.5% |
| 7D | -16.7% | -14.1% | -2.6% | -11.7% |
| 30D | -38.9% | -11.6% | -27.3% | -36.4% |
| 3M | -33.8% | 0.0% | -33.9% | -34.7% |
| 6M | -44.9% | -8.4% | -36.6% | -44.3% |
| YTD | -41.1% | +65.9% | -107.0% | -54.8% |
| 1Y | -52.3% | +69.4% | -121.7% | -63.9% |
| 3Y | +128.2% | +55.9% | +72.3% | +74.4% |
| 5Y | +37.2% | +146.2% | -109.0% | -12.4% |
| All | +144.7% | +405.9% | -261.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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