+126.0%
IONQ vs CRS
+683.5%
-557.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.3% |
| 7D | +0.8% | -0.2% | +1.0% | +1.0% |
| 30D | -1.0% | -16.6% | +15.6% | +10.2% |
| 3M | -39.8% | -3.5% | -36.3% | -38.7% |
| 6M | +6.4% | +15.4% | -9.0% | -3.1% |
| YTD | -11.9% | +51.2% | -63.1% | -32.8% |
| 1Y | -6.2% | +98.3% | -104.4% | -40.0% |
| All | +126.0% | +683.5% | -557.5% | -34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling