+167.4%
IONQ vs CHRW
+63.5%
+103.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -11.5% | +7.3% | -18.8% | -13.5% |
| 30D | -8.1% | -3.6% | -4.5% | -7.1% |
| 3M | -35.8% | -9.6% | -26.2% | -34.2% |
| 6M | -47.7% | -17.0% | -30.7% | -46.5% |
| YTD | -35.6% | -15.4% | -20.2% | -35.1% |
| 1Y | -36.4% | -10.0% | -26.4% | -37.5% |
| 3Y | +150.0% | +82.2% | +67.9% | +70.1% |
| 5Y | +43.3% | +59.4% | -16.0% | +6.4% |
| All | +167.4% | +63.5% | +103.9% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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