+265.9%
IONQ vs CVE
+490.3%
-224.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.8% |
| 7D | +0.8% | +2.5% | -1.7% | -0.3% |
| 30D | -1.0% | +16.7% | -17.8% | -7.3% |
| 3M | -39.8% | +9.3% | -49.1% | -42.3% |
| 6M | +6.4% | +43.6% | -37.2% | -11.2% |
| YTD | -11.9% | +93.6% | -105.5% | -35.9% |
| 1Y | -6.2% | +98.8% | -104.9% | -32.3% |
| 3Y | +125.7% | +73.6% | +52.1% | +66.4% |
| 5Y | +296.0% | +312.5% | -16.5% | +130.3% |
| All | +265.9% | +490.3% | -224.4% | +101.8% |
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