+241.1%
IONQ vs CLSK
-57.7%
+298.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.6% | +0.2% | -2.1% |
| 7D | -5.6% | +1.7% | -7.3% | -6.2% |
| 30D | -15.2% | +11.1% | -26.3% | -18.8% |
| 3M | -34.9% | -14.1% | -20.9% | -32.9% |
| 6M | +4.9% | +32.9% | -28.0% | -7.1% |
| YTD | -17.9% | +26.5% | -44.4% | -26.3% |
| 1Y | -16.0% | +27.6% | -43.6% | -26.3% |
| 3Y | +90.5% | +190.9% | -100.4% | +3.1% |
| 5Y | +268.4% | -0.4% | +268.8% | +125.0% |
| All | +241.1% | -57.7% | +298.8% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CLSK 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling