+202.0%
IONQ vs CVS
+48.0%
+154.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.1% | +20.3% | +23.4% |
| 7D | +8.6% | -7.1% | +15.7% | +8.6% |
| 30D | -21.1% | -4.0% | -17.1% | -21.1% |
| 3M | -17.9% | -12.2% | -5.6% | -17.8% |
| 6M | -37.9% | -2.2% | -35.8% | -38.1% |
| YTD | -27.3% | +8.9% | -36.2% | -27.7% |
| 1Y | -43.2% | +9.9% | -53.1% | -43.6% |
| 3Y | +191.0% | +32.1% | +158.9% | +195.4% |
| 5Y | +69.3% | +5.7% | +63.6% | +89.4% |
| All | +202.0% | +48.0% | +154.1% | +224.1% |
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