+202.0%
IONQ vs CLS
+2,436.0%
-2,233.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.1% |
| 7D | +8.6% | -22.2% | +30.8% | +24.2% |
| 30D | -21.1% | -44.4% | +23.3% | +7.3% |
| 3M | -17.9% | -34.3% | +16.4% | +0.8% |
| 6M | -37.9% | -50.1% | +12.1% | -13.6% |
| YTD | -27.3% | -30.1% | +2.8% | -20.2% |
| 1Y | -43.2% | -39.3% | -3.9% | -33.1% |
| 3Y | +191.0% | +732.7% | -541.7% | -45.6% |
| 5Y | +69.3% | +1,777.2% | -1,707.9% | -81.7% |
| All | +202.0% | +2,436.0% | -2,233.9% | -69.7% |
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 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