+202.0%
IONQ vs FE
+92.1%
+109.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +23.7% |
| 7D | +8.6% | -1.0% | +9.6% | +8.7% |
| 30D | -21.1% | +4.1% | -25.2% | -21.9% |
| 3M | -17.9% | -1.0% | -16.9% | -17.8% |
| 6M | -37.9% | +4.0% | -42.0% | -39.0% |
| YTD | -27.3% | +6.8% | -34.1% | -29.6% |
| 1Y | -43.2% | +5.3% | -48.5% | -44.7% |
| 3Y | +191.0% | +44.6% | +146.4% | +151.0% |
| 5Y | +69.3% | +44.2% | +25.1% | +47.2% |
| All | +202.0% | +92.1% | +109.9% | +109.8% |
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