+265.9%
IONQ vs CMS
+34.7%
+231.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | -39.8% | -1.9% | -37.9% | -40.0% |
| 6M | +6.4% | -11.0% | +17.4% | +5.4% |
| YTD | -11.9% | +0.2% | -12.1% | -12.1% |
| 1Y | -6.2% | -1.3% | -4.8% | -6.3% |
| 3Y | +125.7% | +35.9% | +89.8% | +126.0% |
| 5Y | +296.0% | +23.1% | +272.9% | +317.3% |
| All | +265.9% | +34.7% | +231.2% | +324.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling