+144.7%
IONQ vs CTSH
-10.7%
+155.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.2% | -11.7% | -11.2% |
| 7D | -16.7% | +6.4% | -23.1% | -20.0% |
| 30D | -38.9% | +16.3% | -55.2% | -45.2% |
| 3M | -33.8% | +20.0% | -53.8% | -42.5% |
| 6M | -44.9% | +29.9% | -74.9% | -57.3% |
| YTD | -41.1% | -18.4% | -22.7% | -32.0% |
| 1Y | -52.3% | -8.9% | -43.4% | -50.7% |
| 3Y | +128.2% | +6.0% | +122.2% | +101.5% |
| 5Y | +37.2% | -9.3% | +46.4% | +44.3% |
| All | +144.7% | -10.7% | +155.5% | +143.2% |
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 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