+215.4%
IONQ vs CLS
+2,880.6%
-2,665.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +8.5% | -11.2% | -7.2% |
| 7D | +15.3% | +2.8% | +12.5% | +13.3% |
| 30D | -6.1% | -30.1% | +24.0% | +12.3% |
| 3M | -21.6% | -21.7% | +0.1% | -12.8% |
| 6M | -40.1% | -36.2% | -3.9% | -27.4% |
| YTD | -24.1% | -17.8% | -6.3% | -23.9% |
| 1Y | -37.4% | -26.8% | -10.6% | -33.2% |
| 3Y | +219.5% | +853.4% | -633.9% | -44.3% |
| 5Y | +76.9% | +2,005.0% | -1,928.1% | -82.4% |
| All | +215.4% | +2,880.6% | -2,665.2% | -71.1% |
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