-44.7%
IONQ vs CRL
+85.3%
-130.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.3% | +5.8% | +1.5% |
| 7D | -8.9% | -12.8% | +3.8% | -3.8% |
| 30D | -31.3% | +5.0% | -36.2% | -32.6% |
| 3M | -29.2% | +39.4% | -68.6% | -38.1% |
| 6M | -35.4% | +89.4% | -124.8% | -52.9% |
| YTD | -34.2% | +63.6% | -97.7% | -50.6% |
| 1Y | -44.7% | +83.5% | -128.1% | -59.2% |
| All | -44.7% | +85.3% | -130.0% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling