-44.9%
IONQ vs CVE
-6.7%
-38.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.8% | -10.7% |
| 7D | -16.7% | -14.1% | -2.6% | -17.7% |
| 30D | -38.9% | -11.6% | -27.3% | -39.6% |
| 3M | -33.8% | 0.0% | -33.9% | -33.8% |
| 6M | -44.9% | -8.4% | -36.6% | -44.2% |
| All | -44.9% | -6.7% | -38.2% | -44.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling