+224.0%
IONQ vs CTSH
-12.8%
+236.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -2.2% |
| 7D | +16.7% | +1.8% | +14.8% | +14.8% |
| 30D | -12.3% | +9.8% | -22.1% | -18.7% |
| 3M | -17.7% | +12.1% | -29.9% | -25.8% |
| 6M | -28.9% | +27.4% | -56.3% | -44.4% |
| YTD | -22.0% | -20.3% | -1.8% | -9.2% |
| 1Y | -36.8% | -8.8% | -28.0% | -35.6% |
| 3Y | +228.2% | +4.0% | +224.2% | +191.3% |
| 5Y | +91.9% | -12.2% | +104.1% | +104.8% |
| All | +224.0% | -12.8% | +236.8% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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