+202.0%
IONQ vs CL
+31.2%
+170.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.6% | +22.4% |
| 7D | +8.6% | +1.3% | +7.3% | +9.6% |
| 30D | -21.1% | +11.4% | -32.4% | -16.7% |
| 3M | -17.9% | +4.4% | -22.3% | -15.4% |
| 6M | -37.9% | +10.8% | -48.7% | -34.0% |
| YTD | -27.3% | +25.1% | -52.4% | -18.8% |
| 1Y | -43.2% | +28.0% | -71.2% | -35.9% |
| 3Y | +191.0% | +37.6% | +153.4% | +241.1% |
| 5Y | +69.3% | +39.7% | +29.6% | +99.4% |
| All | +202.0% | +31.2% | +170.8% | +266.1% |
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