+294.8%
IONQ vs CSGP
-64.7%
+359.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.8% |
| 7D | +0.8% | -4.1% | +4.9% | +3.5% |
| 30D | -1.0% | +2.3% | -3.3% | -4.1% |
| 3M | -39.8% | -8.2% | -31.6% | -38.9% |
| 6M | +6.4% | -35.1% | +41.5% | +38.9% |
| YTD | -11.9% | -54.0% | +42.1% | +46.2% |
| 1Y | -6.2% | -65.3% | +59.2% | +94.4% |
| 3Y | +125.7% | -62.6% | +188.3% | +319.3% |
| All | +294.8% | -64.7% | +359.5% | +332.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling