+202.0%
IONQ vs FAST
+149.2%
+52.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.3% | +23.3% |
| 7D | +8.6% | +2.1% | +6.5% | +6.8% |
| 30D | -21.1% | +6.9% | -28.0% | -25.7% |
| 3M | -17.9% | +4.8% | -22.7% | -21.3% |
| 6M | -37.9% | +19.8% | -57.7% | -47.3% |
| YTD | -27.3% | +34.9% | -62.2% | -45.7% |
| 1Y | -43.2% | +32.8% | -76.0% | -57.0% |
| 3Y | +191.0% | +93.7% | +97.2% | +39.0% |
| 5Y | +69.3% | +105.3% | -36.0% | -23.8% |
| All | +202.0% | +149.2% | +52.9% | +18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling