-44.7%
IONQ vs CARR
-1.4%
-43.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | -8.9% | -0.7% | -8.3% | -8.7% |
| 30D | -31.3% | +0.3% | -31.6% | -31.2% |
| 3M | -29.2% | -14.9% | -14.3% | -25.8% |
| 6M | -35.4% | -14.9% | -20.6% | -32.6% |
| YTD | -34.2% | +7.0% | -41.2% | -38.0% |
| 1Y | -44.7% | -1.8% | -42.9% | -44.5% |
| All | -44.7% | -1.4% | -43.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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