-39.1%
IONQ vs CLX
+7.9%
-47.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.6% | -9.1% |
| 7D | +16.8% | +8.5% | +8.2% | +18.6% |
| 30D | -11.1% | +30.0% | -41.1% | -5.4% |
| 3M | -31.7% | +3.8% | -35.5% | -31.9% |
| 6M | -44.8% | +24.6% | -69.4% | -41.2% |
| YTD | -31.2% | +12.8% | -44.0% | -21.4% |
| 1Y | -39.1% | +8.6% | -47.7% | -29.9% |
| All | -39.1% | +7.9% | -47.0% | -29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling