+202.0%
IONQ vs CTAS
+165.1%
+36.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.5% |
| 7D | +8.6% | +1.2% | +7.4% | +7.4% |
| 30D | -21.1% | +12.8% | -33.9% | -27.9% |
| 3M | -17.9% | +10.3% | -28.2% | -24.2% |
| 6M | -37.9% | +32.0% | -69.9% | -52.4% |
| YTD | -27.3% | +19.1% | -46.4% | -39.5% |
| 1Y | -43.2% | +21.5% | -64.7% | -53.8% |
| 3Y | +191.0% | +76.0% | +114.9% | +56.3% |
| 5Y | +69.3% | +110.9% | -41.6% | -26.3% |
| All | +202.0% | +165.1% | +36.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 10y: compounded portfolio wealth divided by compounded CTAS 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…
10y analysis · Full analysis span regression · 6 months rolling