+108.3%
IONQ vs CIFR
+505.5%
-397.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.5% |
| 7D | +0.8% | +16.9% | -16.1% | -4.9% |
| 30D | -1.0% | -5.2% | +4.2% | -0.6% |
| 3M | -39.8% | -30.6% | -9.2% | -35.2% |
| 6M | +6.4% | +10.6% | -4.2% | -4.9% |
| YTD | -11.9% | +20.2% | -32.1% | -24.4% |
| 1Y | -6.2% | +139.7% | -145.9% | -39.2% |
| All | +108.3% | +505.5% | -397.1% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling