-10.0%
CRM vs IONQ
-47.0%
+37.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.3% |
| 7D | -6.2% | -8.9% | +2.7% | -5.7% |
| 30D | -1.2% | -31.3% | +30.1% | +0.8% |
| 3M | +19.1% | -29.2% | +48.3% | +20.9% |
| 6M | +23.0% | -35.4% | +58.4% | +23.6% |
| YTD | -13.7% | -34.2% | +20.5% | -15.0% |
| 1Y | -10.0% | -44.7% | +34.7% | -11.3% |
| All | -10.0% | -47.0% | +37.0% | -11.3% |
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