+91.9%
IONQ vs CASY
+254.7%
-162.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +16.7% | +5.0% | +11.7% | +14.2% |
| 30D | -12.3% | +8.2% | -20.5% | -15.5% |
| 3M | -17.7% | -18.2% | +0.4% | -11.3% |
| 6M | -28.9% | -18.6% | -10.3% | -24.5% |
| YTD | -22.0% | +26.8% | -48.8% | -35.6% |
| 1Y | -36.8% | +31.6% | -68.4% | -48.9% |
| 3Y | +228.2% | +156.5% | +71.7% | +85.5% |
| 5Y | +91.9% | +258.6% | -166.7% | -10.0% |
| All | +91.9% | +254.7% | -162.8% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling