+56.9%
IONQ vs CFG
+68.3%
-11.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.9% | +5.4% | +6.0% |
| 7D | +25.5% | +0.3% | +25.2% | +25.3% |
| 30D | -11.4% | +3.2% | -14.6% | -13.5% |
| 3M | -20.5% | -9.7% | -10.8% | -13.8% |
| 6M | -28.2% | +3.6% | -31.9% | -31.6% |
| YTD | -21.2% | +14.7% | -35.9% | -30.6% |
| 1Y | -40.4% | +29.6% | -69.9% | -52.6% |
| 3Y | +214.7% | +190.6% | +24.1% | +33.8% |
| 5Y | +56.9% | +67.1% | -10.2% | -5.5% |
| All | +56.9% | +68.3% | -11.5% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling