-6.2%
IONQ vs CSGP
-64.9%
+58.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +1.4% |
| 7D | +0.8% | -4.1% | +4.9% | +1.0% |
| 30D | -1.0% | +2.3% | -3.3% | -1.3% |
| 3M | -39.8% | -8.2% | -31.6% | -38.9% |
| 6M | +6.4% | -35.1% | +41.5% | +15.9% |
| YTD | -11.9% | -54.0% | +42.1% | -0.6% |
| 1Y | -6.2% | -65.3% | +59.2% | +8.9% |
| All | -6.2% | -64.9% | +58.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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