+144.7%
IONQ vs CHRW
+56.0%
+88.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.1% | -6.4% | -9.2% |
| 7D | -16.7% | +0.7% | -17.4% | -16.8% |
| 30D | -38.9% | -5.0% | -34.0% | -37.9% |
| 3M | -33.8% | -16.1% | -17.7% | -30.3% |
| 6M | -44.9% | -22.6% | -22.3% | -42.2% |
| YTD | -41.1% | -19.3% | -21.8% | -39.6% |
| 1Y | -52.3% | -14.9% | -37.4% | -52.2% |
| 3Y | +128.2% | +68.0% | +60.2% | +60.7% |
| 5Y | +37.2% | +53.2% | -16.0% | +3.5% |
| All | +144.7% | +56.0% | +88.7% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling