+167.4%
IONQ vs CASY
+308.1%
-140.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -6.7% |
| 7D | -11.5% | +3.6% | -15.0% | -12.7% |
| 30D | -8.1% | +9.1% | -17.1% | -11.6% |
| 3M | -35.8% | -16.5% | -19.3% | -31.4% |
| 6M | -47.7% | -19.7% | -28.0% | -44.0% |
| YTD | -35.6% | +29.3% | -64.9% | -46.8% |
| 1Y | -36.4% | +33.1% | -69.5% | -48.3% |
| 3Y | +150.0% | +158.5% | -8.5% | +44.7% |
| 5Y | +43.3% | +266.7% | -223.4% | -30.2% |
| All | +167.4% | +308.1% | -140.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling