+202.0%
IONQ vs CTSH
-13.2%
+215.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.7% | +26.2% | +24.9% |
| 7D | +8.6% | -0.6% | +9.2% | +8.3% |
| 30D | -21.1% | +13.4% | -34.5% | -28.4% |
| 3M | -17.9% | +14.4% | -32.3% | -26.8% |
| 6M | -37.9% | +27.7% | -65.7% | -51.6% |
| YTD | -27.3% | -20.6% | -6.7% | -15.0% |
| 1Y | -43.2% | -9.1% | -34.1% | -41.9% |
| 3Y | +191.0% | +3.1% | +187.9% | +160.1% |
| 5Y | +69.3% | -11.8% | +81.0% | +80.3% |
| All | +202.0% | -13.2% | +215.2% | +203.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling