+274.7%
IONQ vs CRS
+1,579.2%
-1,304.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +4.3% |
| 7D | +7.1% | -3.1% | +10.2% | +8.8% |
| 30D | -8.9% | -19.6% | +10.7% | +2.4% |
| 3M | -35.6% | -8.1% | -27.5% | -32.9% |
| 6M | +13.3% | +18.6% | -5.3% | +2.5% |
| YTD | -9.8% | +45.9% | -55.7% | -28.1% |
| 1Y | -1.3% | +82.5% | -83.8% | -30.9% |
| 3Y | +109.3% | +648.9% | -539.6% | -30.4% |
| 5Y | +304.7% | +1,438.1% | -1,133.4% | -3.4% |
| All | +274.7% | +1,579.2% | -1,304.5% | -12.8% |
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 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