+167.4%
IONQ vs CLSK
-78.0%
+245.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.4% |
| 7D | -11.5% | +8.0% | -19.4% | -13.9% |
| 30D | -8.1% | -27.9% | +19.8% | +2.9% |
| 3M | -35.8% | -42.3% | +6.5% | -23.0% |
| 6M | -47.7% | -50.0% | +2.3% | -35.1% |
| YTD | -35.6% | -34.3% | -1.3% | -27.7% |
| 1Y | -36.4% | -44.5% | +8.1% | -24.8% |
| 3Y | +150.0% | +74.5% | +75.5% | +64.3% |
| 5Y | +43.3% | -69.0% | +112.3% | +15.5% |
| All | +167.4% | -78.0% | +245.4% | +114.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling