+202.0%
IONQ vs CIFR
-34.3%
+236.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +17.9% | +5.5% | +17.8% |
| 7D | +8.6% | -10.2% | +18.8% | +11.7% |
| 30D | -21.1% | -55.0% | +34.0% | +0.3% |
| 3M | -17.9% | -64.1% | +46.2% | +9.5% |
| 6M | -37.9% | -70.1% | +32.2% | -15.2% |
| YTD | -27.3% | -55.7% | +28.4% | -14.2% |
| 1Y | -43.2% | -69.9% | +26.7% | -25.0% |
| 3Y | +191.0% | +68.7% | +122.3% | +88.5% |
| 5Y | +69.3% | -26.2% | +95.5% | -11.9% |
| All | +202.0% | -34.3% | +236.4% | +54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling