+202.0%
IONQ vs F
+92.5%
+109.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.9% |
| 7D | +8.6% | +1.6% | +7.0% | +7.2% |
| 30D | -21.1% | +2.6% | -23.7% | -22.7% |
| 3M | -17.9% | -8.8% | -9.1% | -13.5% |
| 6M | -37.9% | +4.6% | -42.6% | -40.6% |
| YTD | -27.3% | -1.9% | -25.4% | -27.4% |
| 1Y | -43.2% | -0.8% | -42.4% | -43.4% |
| 3Y | +191.0% | +43.5% | +147.5% | +121.4% |
| 5Y | +69.3% | -12.1% | +81.3% | +55.6% |
| All | +202.0% | +92.5% | +109.5% | +125.1% |
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