-3.9%
CRM vs IONQ
+265.8%
-269.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.1% |
| 7D | -8.1% | -5.6% | -2.5% | -7.5% |
| 30D | +23.1% | -15.2% | +38.3% | +25.1% |
| 3M | +42.5% | -34.9% | +77.5% | +48.2% |
| 6M | +25.3% | +4.9% | +20.4% | +21.0% |
| YTD | -7.8% | -17.9% | +10.1% | -9.0% |
| 1Y | +1.0% | -16.0% | +17.0% | -2.5% |
| 3Y | +10.0% | +90.5% | -80.5% | -17.0% |
| 5Y | -3.9% | +268.4% | -272.3% | -40.7% |
| All | -3.9% | +265.8% | -269.7% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling