+224.0%
IONQ vs F
+90.1%
+133.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | +0.2% |
| 7D | +16.7% | -0.2% | +16.9% | +16.8% |
| 30D | -12.3% | +0.9% | -13.2% | -13.2% |
| 3M | -17.7% | -11.3% | -6.4% | -11.9% |
| 6M | -28.9% | +2.0% | -31.0% | -30.8% |
| YTD | -22.0% | -3.2% | -18.9% | -21.5% |
| 1Y | -36.8% | -3.5% | -33.4% | -36.0% |
| 3Y | +228.2% | +48.1% | +180.1% | +145.5% |
| 5Y | +91.9% | -13.5% | +105.4% | +77.1% |
| All | +224.0% | +90.1% | +133.9% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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