+37.2%
IONQ vs CVE
+148.3%
-111.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.8% | -9.3% |
| 7D | -16.7% | -14.1% | -2.6% | -10.9% |
| 30D | -38.9% | -11.6% | -27.3% | -36.0% |
| 3M | -33.8% | 0.0% | -33.9% | -34.9% |
| 6M | -44.9% | -8.4% | -36.6% | -44.3% |
| YTD | -41.1% | +65.9% | -107.0% | -57.1% |
| 1Y | -52.3% | +69.4% | -121.7% | -65.7% |
| 3Y | +128.2% | +55.9% | +72.3% | +65.4% |
| 5Y | +37.2% | +146.2% | -109.0% | -38.9% |
| All | +37.2% | +148.3% | -111.2% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling