+265.9%
IONQ vs CTAS
+139.0%
+126.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +0.8% | -1.8% | +2.6% | +2.1% |
| 30D | -1.0% | -0.2% | -0.8% | -1.2% |
| 3M | -39.8% | +11.7% | -51.5% | -46.6% |
| 6M | +6.4% | +0.7% | +5.7% | +2.5% |
| YTD | -11.9% | +7.4% | -19.3% | -20.5% |
| 1Y | -6.2% | -2.1% | -4.0% | -9.0% |
| 3Y | +125.7% | +62.9% | +62.8% | +27.4% |
| 5Y | +296.0% | +111.9% | +184.1% | +81.4% |
| All | +265.9% | +139.0% | +126.9% | +60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling