-1.3%
IONQ vs CIFR
+150.5%
-151.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +0.8% |
| 7D | +7.1% | +26.7% | -19.6% | -2.4% |
| 30D | -8.9% | +7.7% | -16.7% | -12.6% |
| 3M | -35.6% | -23.8% | -11.8% | -32.9% |
| 6M | +13.3% | +35.9% | -22.6% | -9.3% |
| YTD | -9.8% | +25.4% | -35.2% | -26.6% |
| 1Y | -1.3% | +139.8% | -141.1% | -36.7% |
| All | -1.3% | +150.5% | -151.8% | -36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CIFR.
Daily Out/Under-Performance
Portfolio return minus CIFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIFR 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 1y: compounded portfolio wealth divided by compounded CIFR 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…
1y analysis · Full analysis span regression · 6 months rolling