+253.1%
IONQ vs CLBK
+62.6%
+190.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.2% |
| 7D | +1.3% | -1.5% | +2.8% | +2.1% |
| 30D | -10.3% | +6.7% | -17.0% | -12.9% |
| 3M | -32.7% | +21.2% | -53.9% | -38.9% |
| 6M | +6.3% | +42.0% | -35.6% | -10.3% |
| YTD | -15.0% | +63.3% | -78.3% | -33.2% |
| 1Y | -13.3% | +65.4% | -78.7% | -32.9% |
| 3Y | +97.2% | +52.5% | +44.7% | +56.8% |
| 5Y | +278.7% | +42.0% | +236.8% | +207.3% |
| All | +253.1% | +62.6% | +190.5% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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