+215.4%
IONQ vs CASY
+309.3%
-93.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | +15.3% | +5.8% | +9.5% | +12.5% |
| 30D | -6.1% | +10.7% | -16.8% | -10.4% |
| 3M | -21.6% | -13.9% | -7.7% | -17.4% |
| 6M | -40.1% | -18.4% | -21.7% | -36.4% |
| YTD | -24.1% | +29.6% | -53.7% | -37.3% |
| 1Y | -37.4% | +32.8% | -70.2% | -49.0% |
| 3Y | +219.5% | +162.3% | +57.3% | +83.8% |
| 5Y | +76.9% | +265.0% | -188.1% | -13.7% |
| All | +215.4% | +309.3% | -93.9% | +52.4% |
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