+266.8%
IONQ vs CRH
+93.9%
+172.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -1.2% |
| 7D | -7.0% | -6.1% | -1.0% | -1.5% |
| 30D | -18.7% | -9.3% | -9.4% | -11.2% |
| 3M | -36.6% | -15.2% | -21.4% | -27.3% |
| 6M | +7.2% | -14.2% | +21.4% | +19.9% |
| YTD | -18.1% | -28.3% | +10.2% | +9.3% |
| 1Y | -21.9% | -21.8% | -0.1% | -5.4% |
| 3Y | +86.7% | +71.6% | +15.1% | -2.1% |
| All | +266.8% | +93.9% | +172.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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