-44.7%
IONQ vs CSX
+48.0%
-92.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.6% |
| 7D | -8.9% | +0.1% | -9.0% | -8.9% |
| 30D | -31.3% | +9.7% | -41.0% | -31.5% |
| 3M | -29.2% | +2.3% | -31.5% | -28.9% |
| 6M | -35.4% | +17.1% | -52.5% | -37.3% |
| YTD | -34.2% | +44.9% | -79.1% | -37.9% |
| 1Y | -44.7% | +47.1% | -91.8% | -49.1% |
| All | -44.7% | +48.0% | -92.7% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling