+215.4%
IONQ vs CLX
-34.9%
+250.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +15.3% | +7.8% | +7.5% | +15.5% |
| 30D | -6.1% | +28.5% | -34.6% | -5.2% |
| 3M | -21.6% | +1.3% | -22.9% | -21.6% |
| 6M | -40.1% | +23.4% | -63.5% | -39.7% |
| YTD | -24.1% | +11.4% | -35.5% | -23.4% |
| 1Y | -37.4% | +6.9% | -44.3% | -36.7% |
| 3Y | +219.5% | -9.8% | +229.3% | +226.9% |
| 5Y | +76.9% | -22.7% | +99.6% | +71.1% |
| All | +215.4% | -34.9% | +250.2% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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