-36.2%
IONQ vs CLS
-34.6%
-1.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.9% | +0.5% | +4.5% |
| 7D | +25.5% | -10.6% | +36.0% | +32.3% |
| 30D | -11.4% | -38.4% | +27.0% | +11.1% |
| 3M | -20.5% | -29.9% | +9.4% | -7.2% |
| 6M | -28.2% | -40.6% | +12.4% | -10.5% |
| YTD | -21.2% | -24.6% | +3.4% | -15.8% |
| All | -36.2% | -34.6% | -1.6% | -24.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling