+227.2%
IONQ vs CRS
+1,018.8%
-791.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +9.7% | -1.4% | +3.3% |
| 7D | +25.5% | +4.9% | +20.5% | +22.7% |
| 30D | -11.4% | -20.8% | +9.4% | -1.5% |
| 3M | -20.5% | -46.4% | +26.0% | +8.7% |
| 6M | -28.2% | -28.6% | +0.3% | -16.0% |
| YTD | -21.2% | -2.8% | -18.4% | -23.6% |
| 1Y | -40.4% | -6.7% | -33.7% | -40.7% |
| 3Y | +214.7% | +368.0% | -153.3% | +31.5% |
| 5Y | +56.9% | +852.9% | -796.0% | -54.2% |
| All | +227.2% | +1,018.8% | -791.5% | -7.4% |
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