-37.9%
IONQ vs CSGP
-12.6%
-25.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.7% | +28.1% | +21.6% |
| 7D | +8.6% | +1.3% | +7.3% | +9.2% |
| 30D | -21.1% | +10.7% | -31.8% | -16.9% |
| 3M | -17.9% | +3.3% | -21.2% | -15.0% |
| 6M | -37.9% | -10.3% | -27.6% | -42.4% |
| All | -37.9% | -12.6% | -25.4% | -42.4% |
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