+215.4%
IONQ vs CLF
-11.8%
+227.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.3% |
| 7D | +15.3% | +2.3% | +13.0% | +14.6% |
| 30D | -6.1% | +1.9% | -8.0% | -7.3% |
| 3M | -21.6% | +5.9% | -27.5% | -23.9% |
| 6M | -40.1% | +16.9% | -57.0% | -44.4% |
| YTD | -24.1% | -1.1% | -23.0% | -26.7% |
| 1Y | -37.4% | +28.8% | -66.2% | -44.0% |
| 3Y | +219.5% | -20.6% | +240.1% | +199.8% |
| 5Y | +76.9% | -41.5% | +118.5% | +75.6% |
| All | +215.4% | -11.8% | +227.1% | +207.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling