+4.0%
IONQ vs CRCL
+34.8%
-30.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.3% | -2.4% | -4.7% |
| 7D | +1.3% | +4.9% | -3.6% | -0.7% |
| 30D | -10.3% | +38.7% | -49.0% | -20.3% |
| 3M | -32.7% | +14.7% | -47.4% | -37.0% |
| 6M | +6.3% | -16.9% | +23.2% | +8.5% |
| YTD | -15.0% | +17.3% | -32.3% | -23.4% |
| 1Y | -13.3% | -21.2% | +7.9% | -15.2% |
| All | +4.0% | +34.8% | -30.7% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling