+191.0%
IONQ vs F
+40.1%
+150.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.9% |
| 7D | +8.6% | +1.6% | +7.0% | +7.1% |
| 30D | -21.1% | +2.6% | -23.7% | -22.8% |
| 3M | -17.9% | -8.8% | -9.1% | -13.2% |
| 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% | +79.6% |
| All | +191.0% | +40.1% | +150.9% | +79.6% |
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