+265.9%
IONQ vs CRL
+14.6%
+251.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +2.9% | +2.2% |
| 7D | +0.8% | -1.0% | +1.8% | +1.4% |
| 30D | -1.0% | +10.7% | -11.7% | -6.6% |
| 3M | -39.8% | +55.3% | -95.1% | -54.3% |
| 6M | +6.4% | +60.7% | -54.2% | -22.1% |
| YTD | -11.9% | +44.6% | -56.5% | -31.4% |
| 1Y | -6.2% | +77.7% | -83.9% | -36.9% |
| 3Y | +125.7% | +37.6% | +88.1% | +65.6% |
| 5Y | +296.0% | -35.8% | +331.8% | +371.0% |
| All | +265.9% | +14.6% | +251.4% | +225.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling