+215.4%
IONQ vs CMS
+38.1%
+177.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.7% |
| 7D | +15.3% | -1.1% | +16.4% | +15.1% |
| 30D | -6.1% | +6.6% | -12.7% | -5.1% |
| 3M | -21.6% | +0.8% | -22.4% | -21.3% |
| 6M | -40.1% | -3.3% | -36.8% | -40.1% |
| YTD | -24.1% | +2.7% | -26.8% | -23.8% |
| 1Y | -37.4% | -4.0% | -33.4% | -37.3% |
| 3Y | +219.5% | +37.6% | +181.9% | +220.6% |
| 5Y | +76.9% | +35.4% | +41.5% | +90.0% |
| All | +215.4% | +38.1% | +177.3% | +267.8% |
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