+240.3%
IONQ vs CARR
+61.7%
+178.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -1.4% |
| 7D | -7.0% | -3.8% | -3.2% | -4.2% |
| 30D | -18.7% | -8.9% | -9.8% | -12.5% |
| 3M | -36.6% | -17.3% | -19.3% | -27.0% |
| 6M | +7.2% | -1.4% | +8.6% | +3.5% |
| YTD | -18.1% | +10.0% | -28.1% | -29.3% |
| 1Y | -21.9% | -6.4% | -15.5% | -22.6% |
| 3Y | +86.7% | +1.5% | +85.2% | +69.5% |
| 5Y | +267.5% | +9.3% | +258.2% | +169.7% |
| All | +240.3% | +61.7% | +178.6% | +119.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling