+45.7%
IONQ vs CLX
-20.8%
+66.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.4% |
| 7D | -11.5% | +9.5% | -21.0% | -11.3% |
| 30D | -8.1% | +30.7% | -38.8% | -7.5% |
| 3M | -35.8% | +4.2% | -40.0% | -35.7% |
| 6M | -47.7% | +22.1% | -69.9% | -47.5% |
| YTD | -35.6% | +14.1% | -49.7% | -35.1% |
| 1Y | -36.4% | +10.3% | -46.7% | -35.7% |
| 3Y | +150.0% | -7.8% | +157.8% | +156.8% |
| All | +45.7% | -20.8% | +66.6% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling