+37.2%
IONQ vs CL
+43.3%
-6.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.1% | -10.5% | -10.6% |
| 7D | -16.7% | +5.9% | -22.6% | -14.2% |
| 30D | -38.9% | +13.8% | -52.7% | -34.9% |
| 3M | -33.8% | +6.4% | -40.2% | -31.2% |
| 6M | -44.9% | +15.6% | -60.6% | -40.4% |
| YTD | -41.1% | +27.9% | -69.0% | -33.4% |
| 1Y | -52.3% | +31.4% | -83.7% | -45.4% |
| 3Y | +128.2% | +41.4% | +86.9% | +172.1% |
| 5Y | +37.2% | +42.8% | -5.6% | +65.9% |
| All | +37.2% | +43.3% | -6.2% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling