+53.2%
IONQ vs CLS
+2,101.3%
-2,048.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.6% | -14.0% | -12.0% |
| 7D | +16.8% | +23.5% | -6.8% | +3.0% |
| 30D | -11.1% | -28.9% | +17.8% | +5.8% |
| 3M | -31.7% | -25.2% | -6.6% | -22.0% |
| 6M | -44.8% | -32.1% | -12.7% | -35.2% |
| YTD | -31.2% | -14.1% | -17.2% | -33.4% |
| 1Y | -39.1% | -24.1% | -15.1% | -36.8% |
| 3Y | +189.5% | +897.0% | -707.5% | -62.8% |
| 5Y | +53.2% | +2,089.9% | -2,036.8% | -90.7% |
| All | +53.2% | +2,101.3% | -2,048.1% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling