+228.2%
IONQ vs CHRW
+70.9%
+157.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +16.7% | -3.4% | +20.1% | +17.6% |
| 30D | -12.3% | -9.4% | -2.9% | -10.4% |
| 3M | -17.7% | -12.6% | -5.1% | -15.6% |
| 6M | -28.9% | -24.2% | -4.8% | -26.3% |
| YTD | -22.0% | -18.9% | -3.2% | -20.9% |
| 1Y | -36.8% | -13.7% | -23.1% | -37.0% |
| 3Y | +228.2% | +72.6% | +155.7% | +142.8% |
| All | +228.2% | +70.9% | +157.3% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling