+144.7%
IONQ vs CASY
+295.2%
-150.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +2.2% | -12.7% | -11.4% |
| 7D | -16.7% | +1.8% | -18.5% | -17.4% |
| 30D | -38.9% | +11.2% | -50.1% | -41.9% |
| 3M | -33.8% | -19.1% | -14.7% | -28.4% |
| 6M | -44.9% | -19.9% | -25.0% | -41.1% |
| YTD | -41.1% | +25.2% | -66.3% | -50.6% |
| 1Y | -52.3% | +31.6% | -83.9% | -61.1% |
| 3Y | +128.2% | +155.4% | -27.2% | +32.7% |
| 5Y | +37.2% | +251.5% | -214.4% | -31.9% |
| All | +144.7% | +295.2% | -150.4% | +20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling