+294.8%
IONQ vs FAST
+100.5%
+194.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.7% |
| 7D | +0.8% | -0.4% | +1.2% | +1.1% |
| 30D | -1.0% | -0.8% | -0.2% | -0.2% |
| 3M | -39.8% | +5.8% | -45.6% | -43.0% |
| 6M | +6.4% | +8.0% | -1.5% | -2.8% |
| YTD | -11.9% | +25.6% | -37.6% | -30.9% |
| 1Y | -6.2% | +0.8% | -7.0% | -10.2% |
| 3Y | +125.7% | +86.1% | +39.6% | +2.2% |
| All | +294.8% | +100.5% | +194.3% | +59.9% |
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