+224.0%
IONQ vs CRL
+37.3%
+186.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | +16.7% | -1.7% | +18.4% | +18.5% |
| 30D | -12.3% | +14.6% | -26.9% | -18.4% |
| 3M | -17.7% | +24.8% | -42.6% | -27.3% |
| 6M | -28.9% | +94.7% | -123.6% | -53.0% |
| YTD | -22.0% | +73.4% | -95.4% | -45.1% |
| 1Y | -36.8% | +104.7% | -141.5% | -59.9% |
| 3Y | +228.2% | +101.1% | +127.2% | +87.2% |
| 5Y | +91.9% | -10.8% | +102.7% | +96.0% |
| All | +224.0% | +37.3% | +186.7% | +160.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling