+1.4%
CRM vs IONQ
-16.9%
+18.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -4.4% | -7.0% | +2.6% | -4.0% |
| 30D | +28.1% | -18.7% | +46.8% | +29.4% |
| 3M | +48.8% | -36.6% | +85.5% | +52.6% |
| 6M | +28.3% | +7.2% | +21.0% | +24.1% |
| YTD | -6.0% | -18.1% | +12.1% | -7.9% |
| 1Y | +1.4% | -21.9% | +23.3% | -0.7% |
| All | +1.4% | -16.9% | +18.3% | -0.7% |
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 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