+0.5%
IONQ vs CRCL
+30.9%
-30.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.5% |
| 7D | -5.6% | -12.5% | +6.9% | -1.4% |
| 30D | -15.2% | +26.9% | -42.1% | -22.3% |
| 3M | -34.9% | +14.4% | -49.4% | -39.0% |
| 6M | +4.9% | -23.5% | +28.4% | +9.8% |
| YTD | -17.9% | +13.9% | -31.8% | -25.3% |
| 1Y | -16.0% | -20.6% | +4.6% | -17.5% |
| All | +0.5% | +30.9% | -30.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 10y: compounded portfolio wealth divided by compounded CRCL 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…
10y analysis · Full analysis span regression · 6 months rolling