+185.7%
IONQ vs CRS
+997.5%
-811.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.5% |
| 7D | +16.8% | +7.4% | +9.3% | +12.5% |
| 30D | -11.1% | -21.2% | +10.1% | -1.0% |
| 3M | -31.7% | -43.3% | +11.6% | -9.4% |
| 6M | -44.8% | -29.4% | -15.4% | -35.0% |
| YTD | -31.2% | -4.7% | -26.6% | -32.7% |
| 1Y | -39.1% | -9.6% | -29.5% | -38.4% |
| 3Y | +189.5% | +355.5% | -166.0% | +22.7% |
| 5Y | +53.2% | +826.6% | -773.4% | -54.9% |
| All | +185.7% | +997.5% | -811.8% | -18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling