+52.8%
IONQ vs CFG
+61.2%
-8.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +24.2% |
| 7D | +8.6% | -0.9% | +9.5% | +9.2% |
| 30D | -21.1% | +1.1% | -22.2% | -21.8% |
| 3M | -17.9% | -12.0% | -5.9% | -9.3% |
| 6M | -37.9% | -2.2% | -35.7% | -38.0% |
| YTD | -27.3% | +11.4% | -38.7% | -34.5% |
| 1Y | -43.2% | +27.8% | -71.0% | -54.4% |
| 3Y | +191.0% | +173.3% | +17.7% | +29.5% |
| All | +52.8% | +61.2% | -8.4% | -5.3% |
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 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