+167.4%
IONQ vs F
+86.6%
+80.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | -3.1% | -8.4% | -9.6% |
| 30D | -8.1% | 0.0% | -8.1% | -8.4% |
| 3M | -35.8% | -13.2% | -22.6% | -30.2% |
| 6M | -47.7% | -10.2% | -37.5% | -44.3% |
| YTD | -35.6% | -4.9% | -30.7% | -34.4% |
| 1Y | -36.4% | -6.1% | -30.3% | -34.4% |
| 3Y | +150.0% | +46.0% | +104.1% | +89.0% |
| 5Y | +43.3% | -15.7% | +59.0% | +34.2% |
| All | +167.4% | +86.6% | +80.8% | +103.5% |
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