+76.9%
IONQ vs CHRW
+60.9%
+16.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.9% |
| 7D | +15.3% | -0.1% | +15.4% | +15.3% |
| 30D | -6.1% | -4.3% | -1.8% | -4.8% |
| 3M | -21.6% | -7.4% | -14.2% | -20.2% |
| 6M | -40.1% | -20.7% | -19.4% | -37.6% |
| YTD | -24.1% | -15.9% | -8.2% | -23.4% |
| 1Y | -37.4% | -9.9% | -27.5% | -38.7% |
| 3Y | +219.5% | +79.0% | +140.5% | +115.8% |
| 5Y | +76.9% | +61.3% | +15.6% | +41.9% |
| All | +76.9% | +60.9% | +16.0% | +41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling