+167.4%
IONQ vs CL
+35.4%
+132.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.8% | -8.2% | -5.6% |
| 7D | -11.5% | +3.2% | -14.7% | -10.1% |
| 30D | -8.1% | +8.0% | -16.1% | -4.2% |
| 3M | -35.8% | +7.9% | -43.7% | -32.8% |
| 6M | -47.7% | +14.7% | -62.5% | -43.5% |
| YTD | -35.6% | +29.2% | -64.8% | -27.1% |
| 1Y | -36.4% | +29.5% | -65.9% | -27.6% |
| 3Y | +150.0% | +40.7% | +109.4% | +196.6% |
| 5Y | +43.3% | +43.9% | -0.5% | +71.2% |
| All | +167.4% | +35.4% | +132.0% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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