+191.0%
IONQ vs CASY
+154.1%
+36.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.5% |
| 7D | +8.6% | +1.1% | +7.5% | +8.0% |
| 30D | -21.1% | +8.7% | -29.8% | -24.0% |
| 3M | -17.9% | -17.3% | -0.6% | -12.3% |
| 6M | -37.9% | -19.7% | -18.2% | -33.5% |
| YTD | -27.3% | +24.8% | -52.1% | -41.0% |
| 1Y | -43.2% | +31.9% | -75.1% | -55.6% |
| 3Y | +191.0% | +155.4% | +35.6% | +54.8% |
| All | +191.0% | +154.1% | +36.9% | +54.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling