+265.9%
IONQ vs FDS
-3.6%
+269.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.5% | +4.8% | +2.6% |
| 7D | +0.8% | -1.9% | +2.7% | +1.5% |
| 30D | -1.0% | +9.0% | -10.0% | -4.6% |
| 3M | -39.8% | +18.9% | -58.7% | -45.2% |
| 6M | +6.4% | +35.1% | -28.7% | -11.6% |
| YTD | -11.9% | +5.5% | -17.4% | -15.9% |
| 1Y | -6.2% | -16.8% | +10.7% | +3.2% |
| 3Y | +125.7% | -28.1% | +153.8% | +172.7% |
| 5Y | +296.0% | -17.4% | +313.4% | +377.1% |
| All | +265.9% | -3.6% | +269.5% | +308.4% |
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