+52.8%
IONQ vs CRS
+772.4%
-719.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | -1.7% | +10.3% | +9.8% |
| 30D | -21.1% | -28.8% | +7.7% | -4.9% |
| 3M | -17.9% | -50.0% | +32.1% | +23.0% |
| 6M | -37.9% | -39.2% | +1.2% | -18.2% |
| YTD | -27.3% | -11.4% | -15.9% | -26.8% |
| 1Y | -43.2% | -11.7% | -31.5% | -42.4% |
| 3Y | +191.0% | +319.6% | -128.7% | -1.2% |
| All | +52.8% | +772.4% | -719.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling