-21.2%
IONQ vs CRCL
-9.9%
-11.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -5.5% |
| 7D | -11.5% | -8.4% | -3.1% | -8.7% |
| 30D | -8.1% | -21.8% | +13.7% | +0.2% |
| 3M | -35.8% | -17.5% | -18.3% | -32.2% |
| 6M | -47.7% | -50.9% | +3.1% | -35.7% |
| YTD | -35.6% | -21.6% | -14.1% | -33.8% |
| 1Y | -36.4% | -24.5% | -11.9% | -34.0% |
| All | -21.2% | -9.9% | -11.4% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling