+14.4%
CRM vs IONQ
+230.3%
-216.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -7.0% | +2.6% | -3.7% |
| 30D | +28.1% | -18.7% | +46.8% | +30.9% |
| 3M | +48.8% | -36.6% | +85.5% | +55.2% |
| 6M | +28.3% | +7.2% | +21.0% | +23.5% |
| YTD | -6.0% | -18.1% | +12.1% | -7.2% |
| 1Y | +1.4% | -21.9% | +23.3% | -1.2% |
| 3Y | +11.8% | +86.7% | -74.9% | -15.2% |
| 5Y | -2.0% | +267.5% | -269.5% | -40.8% |
| All | +14.4% | +230.3% | -216.0% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling