+294.8%
IONQ vs CSX
+65.9%
+229.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.5% |
| 7D | +0.8% | -3.4% | +4.2% | +3.9% |
| 30D | -1.0% | -3.1% | +2.1% | +1.7% |
| 3M | -39.8% | +7.2% | -47.0% | -44.4% |
| 6M | +6.4% | +16.2% | -9.7% | -9.9% |
| YTD | -11.9% | +37.5% | -49.5% | -37.3% |
| 1Y | -6.2% | +53.2% | -59.4% | -40.6% |
| 3Y | +125.7% | +68.2% | +57.5% | +22.4% |
| All | +294.8% | +65.9% | +229.0% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling