+294.8%
IONQ vs CHRW
+83.1%
+211.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.9% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | -1.0% | -3.5% | +2.4% | 0.0% |
| 3M | -39.8% | -19.4% | -20.4% | -36.5% |
| 6M | +6.4% | -21.4% | +27.8% | +12.5% |
| YTD | -11.9% | -7.1% | -4.8% | -13.5% |
| 1Y | -6.2% | +17.8% | -24.0% | -17.7% |
| 3Y | +125.7% | +78.8% | +46.9% | +57.1% |
| All | +294.8% | +83.1% | +211.7% | +151.9% |
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