+228.2%
IONQ vs CL
+39.6%
+188.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -0.9% |
| 7D | +16.7% | +2.6% | +14.1% | +18.5% |
| 30D | -12.3% | +11.8% | -24.0% | -6.1% |
| 3M | -17.7% | +5.9% | -23.6% | -14.0% |
| 6M | -28.9% | +13.3% | -42.3% | -22.6% |
| YTD | -22.0% | +27.1% | -49.1% | -10.3% |
| 1Y | -36.8% | +28.0% | -64.8% | -26.8% |
| 3Y | +228.2% | +39.4% | +188.8% | +282.0% |
| All | +228.2% | +39.6% | +188.6% | +282.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling