+227.2%
IONQ vs FDX
+69.3%
+158.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.9% | +6.1% |
| 7D | +25.5% | +0.2% | +25.3% | +25.1% |
| 30D | -11.4% | +9.3% | -20.7% | -16.6% |
| 3M | -20.5% | +0.5% | -20.9% | -21.6% |
| 6M | -28.2% | +5.3% | -33.6% | -31.9% |
| YTD | -21.2% | +38.6% | -59.8% | -38.7% |
| 1Y | -40.4% | +53.5% | -93.9% | -56.9% |
| 3Y | +214.7% | +74.2% | +140.5% | +96.9% |
| 5Y | +56.9% | +75.3% | -18.4% | -6.4% |
| All | +227.2% | +69.3% | +158.0% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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