+202.0%
IONQ vs FDX
+63.6%
+138.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.7% | +26.2% | +25.2% |
| 7D | +8.6% | -1.6% | +10.2% | +9.4% |
| 30D | -21.1% | +6.6% | -27.7% | -24.6% |
| 3M | -17.9% | -2.1% | -15.8% | -17.8% |
| 6M | -37.9% | +2.2% | -40.1% | -40.0% |
| YTD | -27.3% | +33.9% | -61.2% | -42.2% |
| 1Y | -43.2% | +50.2% | -93.4% | -58.4% |
| 3Y | +191.0% | +65.5% | +125.5% | +88.2% |
| 5Y | +69.3% | +74.1% | -4.8% | +2.1% |
| All | +202.0% | +63.6% | +138.5% | +70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling