+167.2%
IONQ vs CLX
-7.5%
+174.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.3% | -10.6% | -9.3% |
| 7D | +16.8% | +8.5% | +8.2% | +17.2% |
| 30D | -11.1% | +30.0% | -41.1% | -9.7% |
| 3M | -31.7% | +3.8% | -35.5% | -31.6% |
| 6M | -44.8% | +24.6% | -69.4% | -44.1% |
| YTD | -31.2% | +12.8% | -44.0% | -30.0% |
| 1Y | -39.1% | +8.6% | -47.7% | -37.7% |
| All | +167.2% | -7.5% | +174.7% | +170.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling