+135.8%
IONQ vs CLF
-34.5%
+170.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -12.2% | +1.7% | -6.6% |
| 7D | -16.7% | -21.0% | +4.3% | -10.3% |
| 30D | -38.9% | -8.0% | -30.9% | -37.8% |
| 3M | -33.8% | -10.9% | -22.9% | -32.2% |
| 6M | -44.9% | +5.8% | -50.8% | -47.2% |
| YTD | -41.1% | -15.1% | -26.0% | -40.5% |
| 1Y | -52.3% | +7.2% | -59.5% | -55.0% |
| All | +135.8% | -34.5% | +170.3% | +115.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling