+122.5%
CRWV vs IONQ
+55.3%
+67.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -7.0% | +6.6% | +3.0% |
| 30D | -17.4% | -18.7% | +1.3% | -9.9% |
| 3M | -7.1% | -36.6% | +29.6% | +11.1% |
| 6M | +8.6% | +7.2% | +1.3% | +0.2% |
| YTD | +24.3% | -18.1% | +42.4% | +26.2% |
| 1Y | -21.0% | -21.9% | +0.9% | -23.2% |
| All | +122.5% | +55.3% | +67.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling