-36.2%
IONQ vs FDX
+53.6%
-89.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.9% | +7.3% |
| 7D | +25.5% | +0.2% | +25.3% | +25.5% |
| 30D | -11.4% | +9.3% | -20.7% | -14.1% |
| 3M | -20.5% | +0.5% | -20.9% | -20.9% |
| 6M | -28.2% | +5.3% | -33.6% | -30.8% |
| YTD | -21.2% | +38.6% | -59.8% | -33.0% |
| All | -36.2% | +53.6% | -89.8% | -45.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling