-36.8%
IONQ vs FDX
+53.9%
-90.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +16.7% | +0.5% | +16.2% | +16.6% |
| 30D | -12.3% | +9.5% | -21.8% | -15.0% |
| 3M | -17.7% | -1.3% | -16.4% | -17.4% |
| 6M | -28.9% | +5.5% | -34.5% | -31.5% |
| YTD | -22.0% | +38.9% | -60.9% | -33.7% |
| 1Y | -36.8% | +58.8% | -95.6% | -46.5% |
| All | -36.8% | +53.9% | -90.7% | -46.5% |
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