+286.4%
IONQ vs CRDO
+1,246.7%
-960.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -1.0% |
| 7D | -7.0% | -4.5% | -2.5% | -5.1% |
| 30D | -18.7% | -39.2% | +20.5% | 0.0% |
| 3M | -36.6% | -38.5% | +1.8% | -23.9% |
| 6M | +7.2% | +40.6% | -33.3% | -12.1% |
| YTD | -18.1% | +13.2% | -31.3% | -28.5% |
| 1Y | -21.9% | +2.3% | -24.2% | -30.5% |
| 3Y | +86.7% | +942.5% | -855.8% | -46.9% |
| All | +286.4% | +1,246.7% | -960.3% | -28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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