+167.2%
IONQ vs CTAS
+75.3%
+91.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +16.8% | +0.5% | +16.3% | +16.6% |
| 30D | -11.1% | +10.2% | -21.4% | -13.5% |
| 3M | -31.7% | +12.1% | -43.8% | -33.9% |
| 6M | -44.8% | +38.3% | -83.0% | -52.5% |
| YTD | -31.2% | +21.9% | -53.1% | -36.5% |
| 1Y | -39.1% | +24.0% | -63.2% | -44.7% |
| All | +167.2% | +75.3% | +91.9% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling