+202.0%
IONQ vs CRL
+34.0%
+168.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.8% | +15.6% | +18.9% |
| 7D | +8.6% | -6.1% | +14.7% | +13.2% |
| 30D | -21.1% | +12.4% | -33.5% | -25.8% |
| 3M | -17.9% | +27.1% | -45.0% | -28.3% |
| 6M | -37.9% | +85.7% | -123.7% | -57.8% |
| YTD | -27.3% | +69.2% | -96.5% | -48.2% |
| 1Y | -43.2% | +97.5% | -140.7% | -63.3% |
| 3Y | +191.0% | +86.1% | +104.9% | +75.0% |
| 5Y | +69.3% | -10.0% | +79.3% | +73.0% |
| All | +202.0% | +34.0% | +168.0% | +145.8% |
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