+144.7%
IONQ vs CF
+244.0%
-99.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +6.2% | -16.7% | -11.6% |
| 7D | -16.7% | +0.4% | -17.1% | -16.9% |
| 30D | -38.9% | +2.2% | -41.1% | -39.4% |
| 3M | -33.8% | +2.1% | -35.9% | -34.7% |
| 6M | -44.9% | -6.5% | -38.4% | -45.2% |
| YTD | -41.1% | +55.6% | -96.7% | -51.4% |
| 1Y | -52.3% | +42.3% | -94.6% | -59.6% |
| 3Y | +128.2% | +55.7% | +72.5% | +84.3% |
| 5Y | +37.2% | +122.4% | -85.3% | +2.7% |
| All | +144.7% | +244.0% | -99.3% | +75.6% |
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