+202.0%
IONQ vs CSX
+75.4%
+126.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.4% | +26.8% | +25.9% |
| 7D | +8.6% | -5.5% | +14.1% | +12.8% |
| 30D | -21.1% | +4.9% | -26.0% | -25.0% |
| 3M | -17.9% | -2.9% | -15.0% | -17.0% |
| 6M | -37.9% | +8.3% | -46.3% | -43.7% |
| YTD | -27.3% | +36.7% | -64.0% | -47.1% |
| 1Y | -43.2% | +41.5% | -84.7% | -59.9% |
| 3Y | +191.0% | +68.6% | +122.4% | +66.7% |
| 5Y | +69.3% | +48.4% | +20.8% | +7.4% |
| All | +202.0% | +75.4% | +126.6% | +80.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling