+144.7%
IONQ vs FAST
+148.7%
-4.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.6% | -9.9% | -10.1% |
| 7D | -16.7% | +0.7% | -17.3% | -17.1% |
| 30D | -38.9% | +4.6% | -43.6% | -41.6% |
| 3M | -33.8% | +6.4% | -40.2% | -37.3% |
| 6M | -44.9% | +20.6% | -65.5% | -53.5% |
| YTD | -41.1% | +34.7% | -75.8% | -55.9% |
| 1Y | -52.3% | +29.7% | -82.0% | -63.2% |
| 3Y | +128.2% | +89.9% | +38.3% | +11.4% |
| 5Y | +37.2% | +105.0% | -67.8% | -38.2% |
| All | +144.7% | +148.7% | -4.0% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling