-6.2%
IONQ vs CRS
+102.1%
-108.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -1.0% | -16.6% | +15.6% | +7.1% |
| 3M | -39.8% | -3.5% | -36.3% | -38.5% |
| 6M | +6.4% | +15.4% | -9.0% | +1.0% |
| YTD | -11.9% | +51.2% | -63.1% | -24.2% |
| 1Y | -6.2% | +98.3% | -104.4% | -18.8% |
| All | -6.2% | +102.1% | -108.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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