+215.4%
IONQ vs CL
+32.4%
+183.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +15.3% | -0.8% | +16.1% | +15.0% |
| 30D | -6.1% | +9.5% | -15.6% | -1.5% |
| 3M | -21.6% | +6.8% | -28.4% | -18.4% |
| 6M | -40.1% | +14.3% | -54.4% | -35.5% |
| YTD | -24.1% | +26.3% | -50.4% | -14.8% |
| 1Y | -37.4% | +25.6% | -63.0% | -29.7% |
| 3Y | +219.5% | +38.5% | +181.0% | +276.2% |
| 5Y | +76.9% | +40.7% | +36.2% | +109.4% |
| All | +215.4% | +32.4% | +183.0% | +284.3% |
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