+202.0%
IONQ vs CFG
+123.5%
+78.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +24.0% |
| 7D | +8.6% | -0.9% | +9.5% | +9.1% |
| 30D | -21.1% | +1.1% | -22.2% | -21.7% |
| 3M | -17.9% | -12.0% | -5.9% | -10.5% |
| 6M | -37.9% | -2.2% | -35.7% | -37.9% |
| YTD | -27.3% | +11.4% | -38.7% | -33.3% |
| 1Y | -43.2% | +27.8% | -71.0% | -52.7% |
| 3Y | +191.0% | +173.3% | +17.7% | +52.6% |
| 5Y | +69.3% | +62.4% | +6.8% | +14.1% |
| All | +202.0% | +123.5% | +78.6% | +91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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