+224.0%
IONQ vs FE
+94.2%
+129.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.1% | +7.2% | +7.2% |
| 7D | +16.7% | -0.5% | +17.2% | +16.8% |
| 30D | -12.3% | +4.3% | -16.6% | -13.2% |
| 3M | -17.7% | +0.4% | -18.1% | -17.9% |
| 6M | -28.9% | +6.9% | -35.9% | -30.5% |
| YTD | -22.0% | +8.0% | -30.0% | -24.6% |
| 1Y | -36.8% | +4.8% | -41.6% | -38.3% |
| 3Y | +228.2% | +49.0% | +179.3% | +180.8% |
| 5Y | +91.9% | +46.2% | +45.7% | +66.5% |
| All | +224.0% | +94.2% | +129.8% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling