+191.0%
IONQ vs CMS
+35.4%
+155.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +22.8% |
| 7D | +8.6% | -1.3% | +9.9% | +8.3% |
| 30D | -21.1% | +6.3% | -27.4% | -19.9% |
| 3M | -17.9% | -2.1% | -15.8% | -17.8% |
| 6M | -37.9% | -5.1% | -32.9% | -38.1% |
| YTD | -27.3% | +1.3% | -28.6% | -27.4% |
| 1Y | -43.2% | -1.4% | -41.8% | -43.1% |
| 3Y | +191.0% | +36.9% | +154.1% | +124.9% |
| All | +191.0% | +35.4% | +155.6% | +124.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling