+265.9%
IONQ vs CRS
+1,640.6%
-1,374.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.4% |
| 7D | +0.8% | -0.2% | +1.0% | +0.9% |
| 30D | -1.0% | -16.6% | +15.6% | +9.3% |
| 3M | -39.8% | -3.5% | -36.3% | -38.8% |
| 6M | +6.4% | +15.4% | -9.0% | -2.2% |
| YTD | -11.9% | +51.2% | -63.1% | -31.0% |
| 1Y | -6.2% | +98.3% | -104.4% | -37.2% |
| 3Y | +125.7% | +651.5% | -525.8% | -25.3% |
| 5Y | +296.0% | +1,411.1% | -1,115.1% | -7.0% |
| All | +265.9% | +1,640.6% | -1,374.7% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling