+294.8%
IONQ vs CMS
+23.4%
+271.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.9% |
| 30D | -1.0% | -3.6% | +2.6% | -1.4% |
| 3M | -39.8% | -1.9% | -37.9% | -40.1% |
| 6M | +6.4% | -11.0% | +17.4% | +5.6% |
| YTD | -11.9% | +0.2% | -12.1% | -12.2% |
| 1Y | -6.2% | -1.3% | -4.8% | -6.4% |
| 3Y | +125.7% | +35.9% | +89.8% | +122.0% |
| All | +294.8% | +23.4% | +271.4% | +331.0% |
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