+202.0%
IONQ vs CLX
-39.1%
+241.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.3% | +23.2% | +23.4% |
| 7D | +8.6% | +13.6% | -5.0% | +9.1% |
| 30D | -21.1% | +23.4% | -44.4% | -20.4% |
| 3M | -17.9% | -2.8% | -15.0% | -17.9% |
| 6M | -37.9% | +14.0% | -51.9% | -37.6% |
| YTD | -27.3% | +4.2% | -31.5% | -26.8% |
| 1Y | -43.2% | -1.2% | -42.0% | -42.7% |
| 3Y | +191.0% | -12.7% | +203.7% | +197.4% |
| 5Y | +69.3% | -26.5% | +95.8% | +63.7% |
| All | +202.0% | -39.1% | +241.1% | +186.6% |
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