+185.7%
IONQ vs FERG
+139.6%
+46.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.6% | -5.8% | -6.4% |
| 7D | +16.8% | +8.2% | +8.6% | +9.3% |
| 30D | -11.1% | +14.4% | -25.5% | -20.6% |
| 3M | -31.7% | +4.3% | -36.1% | -34.2% |
| 6M | -44.8% | +7.9% | -52.6% | -49.0% |
| YTD | -31.2% | +16.3% | -47.5% | -40.8% |
| 1Y | -39.1% | +2.2% | -41.4% | -41.7% |
| 3Y | +189.5% | +67.3% | +122.2% | +68.4% |
| 5Y | +53.2% | +75.3% | -22.2% | -23.9% |
| All | +185.7% | +139.6% | +46.1% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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