+45.7%
IONQ vs CFG
+61.7%
-16.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.9% |
| 7D | -11.5% | +3.2% | -14.7% | -13.5% |
| 30D | -8.1% | +5.1% | -13.2% | -11.6% |
| 3M | -35.8% | -11.2% | -24.6% | -29.5% |
| 6M | -47.7% | +9.6% | -57.3% | -52.2% |
| YTD | -35.6% | +15.0% | -50.6% | -43.4% |
| 1Y | -36.4% | +29.9% | -66.2% | -49.5% |
| 3Y | +150.0% | +192.1% | -42.0% | +6.0% |
| All | +45.7% | +61.7% | -16.0% | -4.7% |
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 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