+202.0%
IONQ vs CHRW
+52.4%
+149.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +24.2% |
| 7D | +8.6% | +0.6% | +8.0% | +8.3% |
| 30D | -21.1% | -7.3% | -13.8% | -19.2% |
| 3M | -17.9% | -14.2% | -3.7% | -14.3% |
| 6M | -37.9% | -25.1% | -12.9% | -34.2% |
| YTD | -27.3% | -21.2% | -6.1% | -25.0% |
| 1Y | -43.2% | -14.2% | -29.0% | -43.5% |
| 3Y | +191.0% | +63.5% | +127.5% | +106.5% |
| 5Y | +69.3% | +49.6% | +19.7% | +28.5% |
| All | +202.0% | +52.4% | +149.7% | +120.9% |
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