+265.9%
IONQ vs CL
+19.9%
+246.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +0.7% |
| 7D | +0.8% | -2.2% | +3.0% | -0.1% |
| 30D | -1.0% | -4.8% | +3.8% | -2.9% |
| 3M | -39.8% | +4.9% | -44.7% | -38.2% |
| 6M | +6.4% | -5.7% | +12.2% | +4.9% |
| YTD | -11.9% | +14.4% | -26.3% | -6.2% |
| 1Y | -6.2% | +8.7% | -14.9% | -1.0% |
| 3Y | +125.7% | +30.0% | +95.7% | +155.9% |
| 5Y | +296.0% | +28.4% | +267.6% | +344.9% |
| All | +265.9% | +19.9% | +246.0% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling