+108.3%
IONQ vs CF
+73.9%
+34.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.5% |
| 7D | +0.8% | +6.0% | -5.2% | +0.3% |
| 30D | -1.0% | +14.8% | -15.9% | -2.3% |
| 3M | -39.8% | +14.1% | -53.9% | -40.8% |
| 6M | +6.4% | +28.5% | -22.1% | -3.6% |
| YTD | -11.9% | +74.9% | -86.9% | -29.5% |
| 1Y | -6.2% | +61.7% | -67.8% | -22.6% |
| All | +108.3% | +73.9% | +34.4% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling