+265.9%
IONQ vs CLX
-44.1%
+310.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.2% |
| 7D | +0.8% | -9.2% | +10.1% | +0.4% |
| 30D | -1.0% | -11.0% | +10.0% | -1.5% |
| 3M | -39.8% | +5.0% | -44.9% | -39.7% |
| 6M | +6.4% | -18.8% | +25.3% | +6.9% |
| YTD | -11.9% | -4.4% | -7.5% | -11.6% |
| 1Y | -6.2% | -21.9% | +15.7% | -5.2% |
| 3Y | +125.7% | -32.8% | +158.5% | +126.8% |
| 5Y | +296.0% | -34.6% | +330.5% | +280.1% |
| All | +265.9% | -44.1% | +310.0% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling