+56.9%
IONQ vs F
-16.8%
+73.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.9% |
| 7D | +25.5% | -0.6% | +26.1% | +25.8% |
| 30D | -11.4% | +2.9% | -14.3% | -13.6% |
| 3M | -20.5% | -9.5% | -11.0% | -15.3% |
| 6M | -28.2% | +4.0% | -32.2% | -31.6% |
| YTD | -21.2% | -1.3% | -20.0% | -22.1% |
| 1Y | -40.4% | -1.9% | -38.4% | -40.4% |
| 3Y | +214.7% | +53.5% | +161.2% | +112.8% |
| 5Y | +56.9% | -15.1% | +72.0% | +36.5% |
| All | +56.9% | -16.8% | +73.6% | +36.5% |
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 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