+278.7%
IONQ vs CARR
+9.5%
+269.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.1% |
| 7D | +1.3% | +0.6% | +0.7% | +0.9% |
| 30D | -10.3% | -8.7% | -1.7% | -3.3% |
| 3M | -32.7% | -18.4% | -14.4% | -20.9% |
| 6M | +6.3% | -0.6% | +6.9% | +1.3% |
| YTD | -15.0% | +10.9% | -25.9% | -28.5% |
| 1Y | -13.3% | -7.3% | -6.0% | -13.6% |
| 3Y | +97.2% | +2.9% | +94.3% | +71.1% |
| 5Y | +278.7% | +9.6% | +269.1% | +149.7% |
| All | +278.7% | +9.5% | +269.3% | +149.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling