-36.4%
IONQ vs CHRW
-11.0%
-25.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -11.5% | +7.3% | -18.8% | -12.3% |
| 30D | -8.1% | -3.6% | -4.5% | -7.5% |
| 3M | -35.8% | -9.6% | -26.2% | -35.0% |
| 6M | -47.7% | -17.0% | -30.7% | -49.1% |
| YTD | -35.6% | -15.4% | -20.2% | -35.5% |
| 1Y | -36.4% | -10.0% | -26.4% | -38.1% |
| All | -36.4% | -11.0% | -25.4% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling