+265.9%
IONQ vs CARR
+68.0%
+197.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.5% |
| 7D | +0.8% | +1.6% | -0.7% | -0.3% |
| 30D | -1.0% | -8.7% | +7.7% | +6.2% |
| 3M | -39.8% | -12.6% | -27.2% | -34.0% |
| 6M | +6.4% | -1.5% | +8.0% | +3.1% |
| YTD | -11.9% | +14.3% | -26.2% | -26.2% |
| 1Y | -6.2% | -4.6% | -1.6% | -8.5% |
| 3Y | +125.7% | +7.3% | +118.4% | +95.5% |
| 5Y | +296.0% | +11.6% | +284.4% | +183.0% |
| All | +265.9% | +68.0% | +197.9% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling