-36.8%
IONQ vs CMS
-0.8%
-36.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -0.7% |
| 7D | +16.7% | +0.5% | +16.2% | +17.2% |
| 30D | -12.3% | +7.4% | -19.7% | -7.6% |
| 3M | -17.7% | +1.9% | -19.6% | -15.6% |
| 6M | -28.9% | -2.3% | -26.6% | -28.6% |
| YTD | -22.0% | +3.0% | -25.0% | -20.2% |
| 1Y | -36.8% | -2.8% | -34.0% | -32.8% |
| All | -36.8% | -0.8% | -36.0% | -32.8% |
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 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