+185.7%
IONQ vs CMS
+37.3%
+148.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.5% |
| 7D | +16.8% | -1.3% | +18.0% | +16.5% |
| 30D | -11.1% | +5.3% | -16.4% | -10.4% |
| 3M | -31.7% | -0.3% | -31.4% | -31.6% |
| 6M | -44.8% | -4.0% | -40.7% | -44.8% |
| YTD | -31.2% | +2.1% | -33.4% | -31.0% |
| 1Y | -39.1% | -4.7% | -34.4% | -39.1% |
| 3Y | +189.5% | +36.8% | +152.7% | +190.2% |
| 5Y | +53.2% | +34.9% | +18.3% | +64.4% |
| All | +185.7% | +37.3% | +148.4% | +232.9% |
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