+265.9%
IONQ vs CLF
-16.1%
+282.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.7% |
| 7D | +0.8% | +7.6% | -6.8% | -1.6% |
| 30D | -1.0% | -1.2% | +0.2% | -0.8% |
| 3M | -39.8% | -13.4% | -26.4% | -37.8% |
| 6M | +6.4% | +15.4% | -9.0% | +0.4% |
| YTD | -11.9% | -5.9% | -6.0% | -12.7% |
| 1Y | -6.2% | +18.8% | -25.0% | -15.3% |
| 3Y | +125.7% | -19.4% | +145.1% | +112.4% |
| 5Y | +296.0% | -47.7% | +343.7% | +303.4% |
| All | +265.9% | -16.1% | +282.0% | +266.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling