+265.9%
IONQ vs CFG
+148.1%
+117.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | +1.5% | -0.7% | -0.2% |
| 30D | -1.0% | -3.8% | +2.8% | +1.7% |
| 3M | -39.8% | +11.5% | -51.3% | -44.7% |
| 6M | +6.4% | +19.2% | -12.8% | -6.5% |
| YTD | -11.9% | +23.7% | -35.6% | -24.6% |
| 1Y | -6.2% | +38.8% | -45.0% | -25.7% |
| 3Y | +125.7% | +178.9% | -53.2% | +15.7% |
| 5Y | +296.0% | +101.8% | +194.2% | +144.9% |
| All | +265.9% | +148.1% | +117.8% | +116.2% |
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