+265.9%
IONQ vs CF
+286.9%
-21.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.5% | +1.9% |
| 7D | +0.8% | +6.0% | -5.2% | -0.5% |
| 30D | -1.0% | +14.8% | -15.9% | -4.1% |
| 3M | -39.8% | +14.1% | -53.9% | -42.0% |
| 6M | +6.4% | +28.5% | -22.1% | -4.5% |
| YTD | -11.9% | +74.9% | -86.9% | -28.7% |
| 1Y | -6.2% | +61.7% | -67.8% | -22.2% |
| 3Y | +125.7% | +80.3% | +45.4% | +77.2% |
| 5Y | +296.0% | +226.0% | +70.0% | +186.5% |
| All | +265.9% | +286.9% | -21.0% | +157.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling