+191.0%
IONQ vs CTSH
+3.1%
+187.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.7% | +26.2% | +24.1% |
| 7D | +8.6% | -0.6% | +9.2% | +8.4% |
| 30D | -21.1% | +13.4% | -34.5% | -25.1% |
| 3M | -17.9% | +14.4% | -32.3% | -22.6% |
| 6M | -37.9% | +27.7% | -65.7% | -44.8% |
| YTD | -27.3% | -20.6% | -6.7% | -7.5% |
| 1Y | -43.2% | -9.1% | -34.1% | -36.3% |
| 3Y | +191.0% | +3.1% | +187.9% | +194.6% |
| All | +191.0% | +3.1% | +187.9% | +194.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling