+52.8%
IONQ vs CF
+120.6%
-67.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.7% | +22.7% | +23.3% |
| 7D | +8.6% | -3.2% | +11.8% | +9.2% |
| 30D | -21.1% | +4.3% | -25.4% | -22.1% |
| 3M | -17.9% | +2.8% | -20.7% | -19.1% |
| 6M | -37.9% | +0.6% | -38.6% | -39.4% |
| YTD | -27.3% | +56.6% | -83.9% | -42.0% |
| 1Y | -43.2% | +49.6% | -92.8% | -54.0% |
| 3Y | +191.0% | +61.5% | +129.5% | +123.0% |
| All | +52.8% | +120.6% | -67.8% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling