+87.2%
IONQ vs FANG
+45.6%
+41.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.0% |
| 7D | -5.6% | +1.2% | -6.8% | -6.1% |
| 30D | -15.2% | +2.4% | -17.6% | -16.1% |
| 3M | -34.9% | +5.1% | -40.0% | -37.1% |
| 6M | +4.9% | +16.4% | -11.5% | -5.6% |
| YTD | -17.9% | +39.0% | -56.9% | -34.1% |
| 1Y | -16.0% | +50.6% | -66.6% | -35.9% |
| All | +87.2% | +45.6% | +41.6% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling