+202.0%
IONQ vs FDS
+4.7%
+197.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.7% | +27.1% | +24.6% |
| 7D | +8.6% | -0.5% | +9.1% | +8.1% |
| 30D | -21.1% | +20.2% | -41.3% | -26.9% |
| 3M | -17.9% | +19.9% | -37.7% | -24.5% |
| 6M | -37.9% | +56.2% | -94.1% | -52.2% |
| YTD | -27.3% | +14.6% | -41.9% | -33.5% |
| 1Y | -43.2% | +31.6% | -74.8% | -53.3% |
| 3Y | +191.0% | -23.8% | +214.8% | +243.9% |
| 5Y | +69.3% | -22.6% | +91.8% | +96.4% |
| All | +202.0% | +4.7% | +197.3% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling