-33.8%
IONQ vs FDX
+1.8%
-35.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.8% | -6.7% | -10.5% |
| 7D | -16.7% | +2.9% | -19.6% | -15.2% |
| 30D | -38.9% | +9.6% | -48.6% | -37.1% |
| 3M | -33.8% | +2.4% | -36.2% | -32.3% |
| All | -33.8% | +1.8% | -35.6% | -32.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling