+45.7%
IONQ vs CMS
+36.3%
+9.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.7% | -8.1% | -6.3% |
| 7D | -11.5% | +1.7% | -13.2% | -11.3% |
| 30D | -8.1% | +6.2% | -14.3% | -7.6% |
| 3M | -35.8% | +0.6% | -36.4% | -35.6% |
| 6M | -47.7% | -1.8% | -46.0% | -47.6% |
| YTD | -35.6% | +3.8% | -39.5% | -35.7% |
| 1Y | -36.4% | -1.8% | -34.6% | -36.2% |
| 3Y | +150.0% | +39.8% | +110.2% | +137.5% |
| All | +45.7% | +36.3% | +9.4% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling