-17.9%
IONQ vs CBRS
-56.6%
+38.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CBRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +9.8% | +13.7% | +18.5% |
| 7D | +8.6% | -17.9% | +26.4% | +16.8% |
| 30D | -21.1% | -48.8% | +27.7% | -1.4% |
| 3M | -17.9% | -57.6% | +39.7% | +6.6% |
| All | -17.9% | -56.6% | +38.7% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRS.
Daily Out/Under-Performance
Portfolio return minus CBRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRS 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 3mo: compounded portfolio wealth divided by compounded CBRS 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…
3mo analysis · Full analysis span regression · Available span rolling