+227.2%
IONQ vs CVS
+50.4%
+176.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.7% | +8.3% |
| 7D | +25.5% | -3.7% | +29.1% | +25.4% |
| 30D | -11.4% | -0.3% | -11.1% | -11.4% |
| 3M | -20.5% | -10.3% | -10.2% | -20.4% |
| 6M | -28.2% | -4.6% | -23.6% | -28.3% |
| YTD | -21.2% | +10.7% | -32.0% | -21.7% |
| 1Y | -40.4% | +11.2% | -51.6% | -40.8% |
| 3Y | +214.7% | +43.0% | +171.7% | +214.5% |
| 5Y | +56.9% | +8.6% | +48.2% | +75.4% |
| All | +227.2% | +50.4% | +176.8% | +251.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 all: compounded portfolio wealth divided by compounded CVS 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…
all analysis · Full analysis span regression · 6 months rolling