+227.2%
IONQ vs CFG
+130.1%
+97.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +6.3% |
| 7D | +25.5% | +0.3% | +25.2% | +25.3% |
| 30D | -11.4% | +3.2% | -14.6% | -13.2% |
| 3M | -20.5% | -9.7% | -10.8% | -14.8% |
| 6M | -28.2% | +3.6% | -31.9% | -31.0% |
| YTD | -21.2% | +14.7% | -35.9% | -29.1% |
| 1Y | -40.4% | +29.6% | -69.9% | -50.8% |
| 3Y | +214.7% | +190.6% | +24.1% | +59.0% |
| 5Y | +56.9% | +67.1% | -10.2% | +3.8% |
| All | +227.2% | +130.1% | +97.2% | +103.4% |
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