+167.4%
IONQ vs CTSH
-15.0%
+182.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -11.5% | -2.1% | -9.3% | -10.4% |
| 30D | -8.1% | +1.4% | -9.5% | -10.4% |
| 3M | -35.8% | +7.5% | -43.2% | -40.5% |
| 6M | -47.7% | +39.6% | -87.3% | -62.2% |
| YTD | -35.6% | -22.3% | -13.3% | -23.9% |
| 1Y | -36.4% | -12.0% | -24.4% | -33.6% |
| 3Y | +150.0% | +1.8% | +148.2% | +124.5% |
| 5Y | +43.3% | -15.8% | +59.2% | +56.7% |
| All | +167.4% | -15.0% | +182.4% | +172.2% |
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