+173.5%
IONQ vs CF
+224.0%
-50.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | -0.7% |
| 7D | -8.9% | -6.9% | -2.0% | -7.8% |
| 30D | -31.3% | -3.7% | -27.5% | -30.9% |
| 3M | -29.2% | -5.0% | -24.2% | -29.1% |
| 6M | -35.4% | -10.5% | -25.0% | -35.2% |
| YTD | -34.2% | +46.5% | -80.7% | -45.0% |
| 1Y | -44.7% | +34.8% | -79.5% | -52.7% |
| 3Y | +155.1% | +46.7% | +108.4% | +108.5% |
| 5Y | +79.8% | +112.0% | -32.2% | +36.2% |
| All | +173.5% | +224.0% | -50.5% | +98.6% |
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 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