+224.0%
IONQ vs CSGP
-67.5%
+291.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.5% |
| 7D | +16.7% | -3.2% | +19.8% | +18.0% |
| 30D | -12.3% | +2.2% | -14.5% | -16.2% |
| 3M | -17.7% | -3.7% | -14.1% | -20.3% |
| 6M | -28.9% | -7.4% | -21.5% | -31.9% |
| YTD | -22.0% | -54.9% | +32.9% | +21.5% |
| 1Y | -36.8% | -54.9% | +18.1% | -1.6% |
| 3Y | +228.2% | -61.9% | +290.2% | +456.7% |
| 5Y | +91.9% | -63.1% | +155.0% | +189.5% |
| All | +224.0% | -67.5% | +291.4% | +338.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling