+240.3%
IONQ vs FANG
+425.5%
-185.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -7.0% | +2.9% | -9.9% | -8.0% |
| 30D | -18.7% | +2.6% | -21.3% | -19.5% |
| 3M | -36.6% | +7.6% | -44.2% | -38.9% |
| 6M | +7.2% | +17.3% | -10.1% | -1.1% |
| YTD | -18.1% | +38.7% | -56.8% | -29.9% |
| 1Y | -21.9% | +51.6% | -73.5% | -35.4% |
| 3Y | +86.7% | +50.0% | +36.8% | +52.9% |
| 5Y | +267.5% | +237.6% | +29.9% | +157.0% |
| All | +240.3% | +425.5% | -185.2% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 10y: compounded portfolio wealth divided by compounded FANG 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…
10y analysis · Full analysis span regression · 6 months rolling