-13.3%
IONQ vs CRS
+83.0%
-96.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.7% |
| 7D | +1.3% | -0.5% | +1.9% | +1.5% |
| 30D | -10.3% | -18.1% | +7.8% | -2.1% |
| 3M | -32.7% | -12.4% | -20.3% | -28.4% |
| 6M | +6.3% | +15.9% | -9.6% | +0.6% |
| YTD | -15.0% | +45.8% | -60.8% | -26.6% |
| 1Y | -13.3% | +87.8% | -101.1% | -26.9% |
| All | -13.3% | +83.0% | -96.3% | -26.9% |
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