+37.2%
IONQ vs CSX
+52.1%
-15.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.3% | -8.2% | -8.5% |
| 7D | -16.7% | -2.7% | -14.0% | -14.7% |
| 30D | -38.9% | +7.0% | -46.0% | -42.8% |
| 3M | -33.8% | -0.3% | -33.5% | -34.0% |
| 6M | -44.9% | +13.5% | -58.5% | -52.2% |
| YTD | -41.1% | +41.5% | -82.6% | -59.7% |
| 1Y | -52.3% | +45.8% | -98.1% | -68.3% |
| 3Y | +128.2% | +74.4% | +53.9% | +16.4% |
| 5Y | +37.2% | +53.6% | -16.5% | -19.7% |
| All | +37.2% | +52.1% | -15.0% | -19.7% |
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 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