+227.2%
IONQ vs CL
+33.1%
+194.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +9.0% |
| 7D | +25.5% | +0.5% | +24.9% | +26.0% |
| 30D | -11.4% | +11.6% | -23.0% | -6.4% |
| 3M | -20.5% | +5.6% | -26.1% | -17.6% |
| 6M | -28.2% | +13.2% | -41.4% | -23.0% |
| YTD | -21.2% | +26.9% | -48.2% | -11.5% |
| 1Y | -40.4% | +27.3% | -67.7% | -32.7% |
| 3Y | +214.7% | +39.7% | +175.0% | +271.2% |
| 5Y | +56.9% | +41.3% | +15.5% | +85.8% |
| All | +227.2% | +33.1% | +194.1% | +299.0% |
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