+108.3%
IONQ vs F
+45.7%
+62.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.3% |
| 7D | +0.8% | +5.3% | -4.5% | -2.6% |
| 30D | -1.0% | +4.6% | -5.6% | -3.8% |
| 3M | -39.8% | -3.7% | -36.1% | -38.4% |
| 6M | +6.4% | +16.8% | -10.4% | -4.3% |
| YTD | -11.9% | +15.3% | -27.2% | -20.4% |
| 1Y | -6.2% | +31.0% | -37.2% | -22.4% |
| All | +108.3% | +45.7% | +62.7% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling