+7.1%
CRM vs IONQ
-4.1%
+11.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.2% | -2.0% |
| 7D | +1.3% | +0.8% | +0.4% | +1.2% |
| 30D | +34.3% | -1.0% | +35.4% | +34.2% |
| 3M | +37.7% | -39.8% | +77.5% | +41.7% |
| 6M | +34.9% | +6.4% | +28.5% | +31.0% |
| YTD | -1.6% | -11.9% | +10.3% | -4.0% |
| 1Y | +7.1% | -6.2% | +13.3% | +5.1% |
| All | +7.1% | -4.1% | +11.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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