+215.4%
IONQ vs FDS
+6.9%
+208.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.5% |
| 7D | +15.3% | -2.1% | +17.4% | +15.8% |
| 30D | -6.1% | +16.0% | -22.1% | -11.7% |
| 3M | -21.6% | +18.8% | -40.4% | -27.7% |
| 6M | -40.1% | +54.1% | -94.2% | -52.9% |
| YTD | -24.1% | +17.0% | -41.1% | -31.0% |
| 1Y | -37.4% | +25.5% | -62.9% | -46.4% |
| 3Y | +219.5% | -23.3% | +242.8% | +280.1% |
| 5Y | +76.9% | -22.6% | +99.6% | +104.2% |
| All | +215.4% | +6.9% | +208.4% | +234.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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