-44.7%
IONQ vs FAST
+32.0%
-76.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.5% |
| 7D | -8.9% | +3.4% | -12.3% | -9.0% |
| 30D | -31.3% | +5.5% | -36.8% | -31.6% |
| 3M | -29.2% | +7.6% | -36.8% | -29.6% |
| 6M | -35.4% | +19.8% | -55.2% | -36.0% |
| YTD | -34.2% | +35.5% | -69.6% | -36.1% |
| 1Y | -44.7% | +31.6% | -76.3% | -46.4% |
| All | -44.7% | +32.0% | -76.7% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 1y: compounded portfolio wealth divided by compounded FAST 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…
1y analysis · Full analysis span regression · 6 months rolling