+227.2%
IONQ vs FERG
+144.3%
+82.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.2% | -2.9% | -0.9% |
| 7D | +25.5% | +7.3% | +18.1% | +18.3% |
| 30D | -11.4% | +18.1% | -29.5% | -23.1% |
| 3M | -20.5% | +1.6% | -22.1% | -22.2% |
| 6M | -28.2% | +8.5% | -36.8% | -34.0% |
| YTD | -21.2% | +18.6% | -39.8% | -33.4% |
| 1Y | -40.4% | +5.7% | -46.1% | -44.5% |
| 3Y | +214.7% | +74.0% | +140.7% | +76.3% |
| 5Y | +56.9% | +83.9% | -27.0% | -24.2% |
| All | +227.2% | +144.3% | +82.9% | +45.1% |
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