-44.9%
IONQ vs CSGP
-9.0%
-35.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -11.0% |
| 7D | -16.7% | +13.9% | -30.6% | -12.9% |
| 30D | -38.9% | +16.0% | -54.9% | -34.5% |
| 3M | -33.8% | +6.1% | -39.9% | -31.0% |
| 6M | -44.9% | -8.2% | -36.8% | -49.5% |
| All | -44.9% | -9.0% | -35.9% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling