+227.2%
IONQ vs CLS
+2,635.2%
-2,408.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.9% | +0.5% | +4.1% |
| 7D | +25.5% | -10.6% | +36.0% | +33.2% |
| 30D | -11.4% | -38.4% | +27.0% | +14.1% |
| 3M | -20.5% | -29.9% | +9.4% | -5.8% |
| 6M | -28.2% | -40.6% | +12.4% | -9.0% |
| YTD | -21.2% | -24.6% | +3.4% | -16.9% |
| 1Y | -40.4% | -30.8% | -9.6% | -34.5% |
| 3Y | +214.7% | +811.7% | -597.0% | -44.0% |
| 5Y | +56.9% | +1,838.4% | -1,781.6% | -83.6% |
| All | +227.2% | +2,635.2% | -2,408.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 CLS 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