+224.0%
IONQ vs CMS
+38.4%
+185.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.9% |
| 7D | +16.7% | +0.5% | +16.2% | +16.8% |
| 30D | -12.3% | +7.4% | -19.7% | -11.3% |
| 3M | -17.7% | +1.9% | -19.6% | -17.3% |
| 6M | -28.9% | -2.3% | -26.6% | -28.9% |
| YTD | -22.0% | +3.0% | -25.0% | -21.7% |
| 1Y | -36.8% | -2.8% | -34.0% | -36.6% |
| 3Y | +228.2% | +37.9% | +190.3% | +229.5% |
| 5Y | +91.9% | +34.0% | +58.0% | +104.6% |
| All | +224.0% | +38.4% | +185.6% | +278.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling