+52.8%
IONQ vs CIFR
-29.9%
+82.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +17.9% | +5.5% | +17.5% |
| 7D | +8.6% | -10.2% | +18.8% | +11.7% |
| 30D | -21.1% | -55.0% | +34.0% | +1.2% |
| 3M | -17.9% | -64.1% | +46.2% | +10.7% |
| 6M | -37.9% | -70.1% | +32.2% | -14.3% |
| YTD | -27.3% | -55.7% | +28.4% | -13.9% |
| 1Y | -43.2% | -69.9% | +26.7% | -24.3% |
| 3Y | +191.0% | +68.7% | +122.3% | +82.0% |
| All | +52.8% | -29.9% | +82.7% | -12.7% |
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 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