+194.9%
IONQ vs FDX
+73.6%
+121.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.2% |
| 7D | +15.3% | -2.1% | +17.4% | +16.6% |
| 30D | -6.1% | +10.4% | -16.5% | -11.3% |
| 3M | -21.6% | +0.5% | -22.0% | -22.4% |
| 6M | -40.1% | +6.5% | -46.6% | -43.2% |
| YTD | -24.1% | +40.2% | -64.3% | -39.9% |
| 1Y | -37.4% | +52.1% | -89.5% | -53.0% |
| All | +194.9% | +73.6% | +121.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling