+144.7%
IONQ vs CFG
+125.6%
+19.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.1% | -7.4% | -8.4% |
| 7D | -16.7% | -2.2% | -14.5% | -15.4% |
| 30D | -38.9% | +0.4% | -39.3% | -39.0% |
| 3M | -33.8% | -12.6% | -21.2% | -27.5% |
| 6M | -44.9% | +0.6% | -45.6% | -45.9% |
| YTD | -41.1% | +12.4% | -53.5% | -46.2% |
| 1Y | -52.3% | +27.7% | -80.0% | -60.2% |
| 3Y | +128.2% | +172.4% | -44.1% | +19.9% |
| 5Y | +37.2% | +64.0% | -26.8% | -8.0% |
| All | +144.7% | +125.6% | +19.2% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling