+37.2%
IONQ vs F
-13.3%
+50.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.1% | -9.4% | -9.8% |
| 7D | -16.7% | +1.4% | -18.1% | -17.7% |
| 30D | -38.9% | +2.0% | -41.0% | -40.1% |
| 3M | -33.8% | -10.4% | -23.4% | -28.9% |
| 6M | -44.9% | +9.7% | -54.6% | -49.4% |
| YTD | -41.1% | -1.2% | -39.9% | -41.7% |
| 1Y | -52.3% | 0.0% | -52.3% | -53.0% |
| 3Y | +128.2% | +41.1% | +87.1% | +63.8% |
| 5Y | +37.2% | -11.4% | +48.6% | +16.0% |
| All | +37.2% | -13.3% | +50.5% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling