+253.1%
IONQ vs CLSK
-56.1%
+309.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -5.2% |
| 7D | +1.3% | +17.2% | -15.9% | -4.4% |
| 30D | -10.3% | +14.6% | -24.9% | -15.1% |
| 3M | -32.7% | -16.8% | -15.9% | -29.9% |
| 6M | +6.3% | +38.2% | -31.9% | -7.1% |
| YTD | -15.0% | +31.2% | -46.2% | -24.7% |
| 1Y | -13.3% | +37.3% | -50.7% | -25.9% |
| 3Y | +97.2% | +201.8% | -104.6% | +5.3% |
| 5Y | +278.7% | -1.6% | +280.3% | +129.2% |
| All | +253.1% | -56.1% | +309.2% | +123.2% |
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