+53.2%
IONQ vs FDX
+73.8%
-20.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -8.7% |
| 7D | +16.8% | +0.8% | +16.0% | +15.9% |
| 30D | -11.1% | +9.9% | -21.0% | -16.8% |
| 3M | -31.7% | -1.9% | -29.8% | -31.5% |
| 6M | -44.8% | +6.1% | -50.8% | -47.9% |
| YTD | -31.2% | +38.8% | -70.0% | -47.1% |
| 1Y | -39.1% | +50.0% | -89.1% | -55.8% |
| 3Y | +189.5% | +71.0% | +118.5% | +78.7% |
| 5Y | +53.2% | +72.5% | -19.3% | -14.9% |
| All | +53.2% | +73.8% | -20.7% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling