+294.8%
IONQ vs CTSH
-11.4%
+306.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.9% | +3.6% |
| 7D | +0.8% | -2.7% | +3.5% | +2.6% |
| 30D | -1.0% | +12.4% | -13.4% | -8.7% |
| 3M | -39.8% | +17.4% | -57.2% | -47.9% |
| 6M | +6.4% | -3.1% | +9.5% | +7.6% |
| YTD | -11.9% | -23.6% | +11.6% | +9.9% |
| 1Y | -6.2% | -10.8% | +4.7% | -0.9% |
| 3Y | +125.7% | -8.3% | +134.0% | +127.8% |
| All | +294.8% | -11.4% | +306.2% | +297.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling