+202.0%
IONQ vs FE
+94.0%
+108.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.9% | +23.5% |
| 7D | +8.6% | 0.0% | +8.6% | +8.5% |
| 30D | -21.1% | +5.2% | -26.3% | -22.0% |
| 3M | -17.9% | 0.0% | -17.8% | -18.0% |
| 6M | -37.9% | +5.0% | -43.0% | -39.1% |
| YTD | -27.3% | +7.9% | -35.2% | -29.7% |
| 1Y | -43.2% | +6.3% | -49.5% | -44.8% |
| 3Y | +191.0% | +46.0% | +145.0% | +150.7% |
| 5Y | +69.3% | +45.6% | +23.6% | +47.0% |
| All | +202.0% | +94.0% | +108.0% | +109.6% |
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