+45.7%
IONQ vs CRL
-12.1%
+57.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -5.9% |
| 7D | -11.5% | +0.1% | -11.6% | -11.4% |
| 30D | -8.1% | +11.9% | -20.0% | -13.4% |
| 3M | -35.8% | +20.2% | -56.0% | -42.2% |
| 6M | -47.7% | +107.5% | -155.3% | -67.0% |
| YTD | -35.6% | +69.4% | -105.1% | -54.6% |
| 1Y | -36.4% | +99.7% | -136.1% | -59.7% |
| 3Y | +150.0% | +98.8% | +51.3% | +38.1% |
| All | +45.7% | -12.1% | +57.8% | +156.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling