+228.2%
IONQ vs FDS
-24.9%
+253.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | +16.7% | -2.0% | +18.7% | +16.7% |
| 30D | -12.3% | +13.5% | -25.8% | -13.5% |
| 3M | -17.7% | +15.2% | -32.9% | -19.1% |
| 6M | -28.9% | +47.0% | -76.0% | -33.7% |
| YTD | -22.0% | +13.9% | -35.9% | -22.9% |
| 1Y | -36.8% | +25.2% | -62.0% | -39.6% |
| 3Y | +228.2% | -25.3% | +253.6% | +294.1% |
| All | +228.2% | -24.9% | +253.2% | +294.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling