-36.4%
IONQ vs CSX
+49.3%
-85.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.5% |
| 7D | -11.5% | +6.0% | -17.4% | -11.2% |
| 30D | -8.1% | +7.8% | -15.9% | -7.9% |
| 3M | -35.8% | +4.1% | -39.9% | -35.4% |
| 6M | -47.7% | +17.9% | -65.6% | -49.2% |
| YTD | -35.6% | +44.9% | -80.5% | -37.6% |
| 1Y | -36.4% | +51.1% | -87.5% | -40.6% |
| All | -36.4% | +49.3% | -85.7% | -40.6% |
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