+167.4%
IONQ vs CLS
+2,849.0%
-2,681.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -3.5% |
| 7D | -11.5% | +16.3% | -27.8% | -18.9% |
| 30D | -8.1% | -25.7% | +17.6% | +6.0% |
| 3M | -35.8% | -30.9% | -4.9% | -23.7% |
| 6M | -47.7% | -35.5% | -12.3% | -37.2% |
| YTD | -35.6% | -18.7% | -16.9% | -35.3% |
| 1Y | -36.4% | -17.9% | -18.5% | -36.6% |
| 3Y | +150.0% | +838.1% | -688.1% | -56.1% |
| 5Y | +43.3% | +1,971.9% | -1,928.6% | -85.7% |
| All | +167.4% | +2,849.0% | -2,681.5% | -75.4% |
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