-36.4%
IONQ vs CTSH
-12.1%
-24.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.5% |
| 7D | -11.5% | -2.1% | -9.3% | -11.7% |
| 30D | -8.1% | +1.4% | -9.5% | -8.2% |
| 3M | -35.8% | +7.5% | -43.2% | -35.3% |
| 6M | -47.7% | +39.6% | -87.3% | -46.0% |
| YTD | -35.6% | -22.3% | -13.3% | -20.1% |
| 1Y | -36.4% | -12.0% | -24.4% | -18.2% |
| All | -36.4% | -12.1% | -24.3% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling