+135.8%
IONQ vs F
+41.1%
+94.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -9.8% |
| 7D | -16.7% | +1.4% | -18.1% | -17.6% |
| 30D | -38.9% | +2.0% | -41.0% | -40.0% |
| 3M | -33.8% | -10.4% | -23.4% | -29.2% |
| 6M | -44.9% | +9.7% | -54.6% | -48.9% |
| YTD | -41.1% | -1.2% | -39.9% | -41.4% |
| 1Y | -52.3% | 0.0% | -52.3% | -52.7% |
| All | +135.8% | +41.1% | +94.7% | +45.0% |
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