+135.8%
IONQ vs FAST
+91.5%
+44.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.3% |
| 7D | -16.7% | +0.7% | -17.3% | -16.9% |
| 30D | -38.9% | +4.6% | -43.6% | -40.5% |
| 3M | -33.8% | +6.4% | -40.2% | -35.8% |
| 6M | -44.9% | +20.6% | -65.5% | -50.0% |
| YTD | -41.1% | +34.7% | -75.8% | -50.7% |
| 1Y | -52.3% | +29.7% | -82.0% | -59.2% |
| All | +135.8% | +91.5% | +44.3% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling