+91.9%
IONQ vs FAST
+110.4%
-18.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.4% |
| 7D | +16.7% | +4.8% | +11.9% | +12.6% |
| 30D | -12.3% | +8.6% | -20.9% | -18.4% |
| 3M | -17.7% | +5.7% | -23.4% | -21.7% |
| 6M | -28.9% | +25.5% | -54.4% | -42.1% |
| YTD | -22.0% | +39.6% | -61.6% | -43.9% |
| 1Y | -36.8% | +35.5% | -72.3% | -53.3% |
| 3Y | +228.2% | +96.2% | +132.0% | +47.8% |
| 5Y | +91.9% | +110.2% | -18.3% | -26.4% |
| All | +91.9% | +110.4% | -18.4% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling