+53.2%
IONQ vs CIFR
-12.8%
+66.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.6% |
| 7D | +16.8% | +28.8% | -12.1% | +7.8% |
| 30D | -11.1% | -36.9% | +25.8% | +2.0% |
| 3M | -31.7% | -60.0% | +28.3% | -11.2% |
| 6M | -44.8% | -64.4% | +19.6% | -28.2% |
| YTD | -31.2% | -51.6% | +20.3% | -21.1% |
| 1Y | -39.1% | -58.9% | +19.7% | -26.6% |
| 3Y | +189.5% | +139.9% | +49.6% | +64.4% |
| 5Y | +53.2% | -15.1% | +68.2% | -18.8% |
| All | +53.2% | -12.8% | +66.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling