+265.9%
IONQ vs CLS
+3,732.5%
-3,466.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +0.8% | +4.6% | -3.8% | -2.0% |
| 30D | -1.0% | -13.9% | +12.9% | +6.0% |
| 3M | -39.8% | -26.6% | -13.2% | -30.3% |
| 6M | +6.4% | +15.4% | -9.0% | -6.3% |
| YTD | -11.9% | +5.7% | -17.6% | -21.3% |
| 1Y | -6.2% | +41.1% | -47.3% | -32.3% |
| 3Y | +125.7% | +1,228.6% | -1,102.9% | -67.0% |
| 5Y | +296.0% | +3,240.6% | -2,944.6% | -66.0% |
| All | +265.9% | +3,732.5% | -3,466.6% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling