+202.0%
IONQ vs CF
+246.4%
-44.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.7% | +22.7% | +23.3% |
| 7D | +8.6% | -3.2% | +11.8% | +9.1% |
| 30D | -21.1% | +4.3% | -25.4% | -22.0% |
| 3M | -17.9% | +2.8% | -20.7% | -19.0% |
| 6M | -37.9% | +0.6% | -38.6% | -39.2% |
| YTD | -27.3% | +56.6% | -83.9% | -40.1% |
| 1Y | -43.2% | +49.6% | -92.8% | -52.6% |
| 3Y | +191.0% | +61.5% | +129.5% | +132.6% |
| 5Y | +69.3% | +124.0% | -54.7% | +26.6% |
| All | +202.0% | +246.4% | -44.4% | +116.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling