+294.8%
IONQ vs CVE
+317.2%
-22.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.9% |
| 7D | +0.8% | +2.5% | -1.7% | -0.4% |
| 30D | -1.0% | +16.7% | -17.8% | -8.1% |
| 3M | -39.8% | +9.3% | -49.1% | -42.6% |
| 6M | +6.4% | +43.6% | -37.2% | -13.5% |
| YTD | -11.9% | +93.6% | -105.5% | -38.9% |
| 1Y | -6.2% | +98.8% | -104.9% | -35.6% |
| 3Y | +125.7% | +73.6% | +52.1% | +58.9% |
| All | +294.8% | +317.2% | -22.4% | +95.1% |
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 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