+167.4%
IONQ vs CF
+262.9%
-95.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.6% | -6.4% |
| 7D | -11.5% | +4.8% | -16.2% | -12.2% |
| 30D | -8.1% | +4.7% | -12.8% | -9.1% |
| 3M | -35.8% | +7.4% | -43.2% | -37.1% |
| 6M | -47.7% | +0.6% | -48.3% | -48.6% |
| YTD | -35.6% | +64.1% | -99.7% | -47.4% |
| 1Y | -36.4% | +51.4% | -87.8% | -46.7% |
| 3Y | +150.0% | +67.8% | +82.2% | +98.7% |
| 5Y | +43.3% | +114.1% | -70.8% | +6.8% |
| All | +167.4% | +262.9% | -95.5% | +90.0% |
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