+144.7%
IONQ vs CSGP
-65.6%
+210.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -8.9% | -9.6% |
| 7D | -16.7% | +13.9% | -30.6% | -23.0% |
| 30D | -38.9% | +16.0% | -54.9% | -45.6% |
| 3M | -33.8% | +6.1% | -39.9% | -39.1% |
| 6M | -44.9% | -8.2% | -36.8% | -46.6% |
| YTD | -41.1% | -52.3% | +11.2% | -10.4% |
| 1Y | -52.3% | -54.5% | +2.2% | -25.0% |
| 3Y | +128.2% | -58.6% | +186.8% | +268.5% |
| 5Y | +37.2% | -61.5% | +98.7% | +101.8% |
| All | +144.7% | -65.6% | +210.3% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling