-44.7%
IONQ vs CMS
+1.4%
-46.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -0.5% |
| 7D | -8.9% | +4.1% | -13.0% | -6.2% |
| 30D | -31.3% | +10.9% | -42.1% | -26.3% |
| 3M | -29.2% | -0.2% | -28.9% | -28.3% |
| 6M | -35.4% | -4.7% | -30.7% | -35.5% |
| YTD | -34.2% | +3.9% | -38.1% | -32.2% |
| 1Y | -44.7% | +0.4% | -45.0% | -42.4% |
| All | -44.7% | +1.4% | -46.0% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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