+202.0%
IONQ vs CLBK
+57.4%
+144.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +23.0% |
| 7D | +8.6% | +0.6% | +8.0% | +8.4% |
| 30D | -21.1% | +2.9% | -24.0% | -22.2% |
| 3M | -17.9% | +3.0% | -20.8% | -19.0% |
| 6M | -37.9% | +27.3% | -65.2% | -45.0% |
| YTD | -27.3% | +58.0% | -85.3% | -42.1% |
| 1Y | -43.2% | +62.4% | -105.6% | -55.5% |
| 3Y | +191.0% | +46.9% | +144.1% | +134.5% |
| 5Y | +69.3% | +25.3% | +44.0% | +40.5% |
| All | +202.0% | +57.4% | +144.6% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling