+173.5%
IONQ vs CSX
+85.9%
+87.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -3.5% |
| 7D | -8.9% | +0.1% | -9.0% | -9.1% |
| 30D | -31.3% | +9.7% | -41.0% | -36.5% |
| 3M | -29.2% | +2.3% | -31.5% | -30.9% |
| 6M | -35.4% | +17.1% | -52.5% | -44.6% |
| YTD | -34.2% | +44.9% | -79.1% | -54.0% |
| 1Y | -44.7% | +47.1% | -91.8% | -61.8% |
| 3Y | +155.1% | +78.6% | +76.5% | +40.5% |
| 5Y | +79.8% | +57.2% | +22.6% | +9.6% |
| All | +173.5% | +85.9% | +87.6% | +56.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling