-32.8%
IONQ vs CFG
+28.5%
-61.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.5% | -3.2% |
| 7D | +15.3% | -0.8% | +16.1% | +16.1% |
| 30D | -6.1% | +3.1% | -9.2% | -7.7% |
| 3M | -21.6% | -9.7% | -11.9% | -16.6% |
| 6M | -40.1% | +6.7% | -46.8% | -44.4% |
| YTD | -24.1% | +15.2% | -39.3% | -30.8% |
| All | -32.8% | +28.5% | -61.3% | -41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling