+55.7%
IONQ vs FDS
-23.4%
+79.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.9% | -8.4% | -9.1% |
| 7D | +16.8% | -2.6% | +19.3% | +17.5% |
| 30D | -11.1% | +14.1% | -25.2% | -16.3% |
| 3M | -31.7% | +19.8% | -51.5% | -37.5% |
| 6M | -44.8% | +55.0% | -99.7% | -57.6% |
| YTD | -31.2% | +15.9% | -47.1% | -37.4% |
| 1Y | -39.1% | +24.2% | -63.3% | -48.2% |
| 3Y | +189.5% | -24.0% | +213.5% | +256.7% |
| All | +55.7% | -23.4% | +79.1% | +112.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling