-36.8%
IONQ vs CSX
+47.0%
-83.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.0% |
| 7D | +16.7% | +0.7% | +16.0% | +16.7% |
| 30D | -12.3% | +8.1% | -20.4% | -12.5% |
| 3M | -17.7% | +2.2% | -19.9% | -17.4% |
| 6M | -28.9% | +14.6% | -43.5% | -31.2% |
| YTD | -22.0% | +42.2% | -64.2% | -26.9% |
| 1Y | -36.8% | +47.3% | -84.1% | -44.7% |
| All | -36.8% | +47.0% | -83.8% | -44.7% |
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