+294.8%
IONQ vs FDX
+65.4%
+229.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.6% | +1.8% | +1.7% |
| 7D | +0.8% | -2.5% | +3.3% | +2.6% |
| 30D | -1.0% | +3.8% | -4.8% | -4.0% |
| 3M | -39.8% | -1.3% | -38.5% | -40.0% |
| 6M | +6.4% | +5.0% | +1.4% | +1.1% |
| YTD | -11.9% | +39.6% | -51.6% | -32.1% |
| 1Y | -6.2% | +81.1% | -87.3% | -39.8% |
| 3Y | +125.7% | +63.0% | +62.7% | +45.7% |
| All | +294.8% | +65.4% | +229.4% | +127.7% |
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 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