+214.7%
IONQ vs CLF
-27.6%
+242.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.0% | +1.4% | +6.1% |
| 7D | +25.5% | -14.1% | +39.5% | +31.7% |
| 30D | -11.4% | -5.5% | -5.9% | -10.3% |
| 3M | -20.5% | 0.0% | -20.5% | -21.4% |
| 6M | -28.2% | +11.3% | -39.5% | -32.3% |
| YTD | -21.2% | -7.7% | -13.6% | -22.4% |
| 1Y | -40.4% | +17.5% | -57.9% | -45.2% |
| 3Y | +214.7% | -25.4% | +240.1% | +155.2% |
| All | +214.7% | -27.6% | +242.3% | +155.2% |
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