+135.8%
IONQ vs CFG
+171.1%
-35.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.1% | -7.4% | -7.9% |
| 7D | -16.7% | -2.2% | -14.5% | -15.1% |
| 30D | -38.9% | +0.4% | -39.3% | -39.1% |
| 3M | -33.8% | -12.6% | -21.2% | -25.9% |
| 6M | -44.9% | +0.6% | -45.6% | -46.3% |
| YTD | -41.1% | +12.4% | -53.5% | -47.9% |
| 1Y | -52.3% | +27.7% | -80.0% | -62.6% |
| All | +135.8% | +171.1% | -35.4% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling