+265.9%
IONQ vs F
+126.3%
+139.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | +0.8% | +5.3% | -4.5% | -2.4% |
| 30D | -1.0% | +4.6% | -5.6% | -3.6% |
| 3M | -39.8% | -3.7% | -36.1% | -38.5% |
| 6M | +6.4% | +16.8% | -10.4% | -3.6% |
| YTD | -11.9% | +15.3% | -27.2% | -19.9% |
| 1Y | -6.2% | +31.0% | -37.2% | -21.5% |
| 3Y | +125.7% | +45.4% | +80.3% | +70.5% |
| 5Y | +296.0% | +54.7% | +241.3% | +207.1% |
| All | +265.9% | +126.3% | +139.6% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling