+253.1%
IONQ vs FERG
+109.8%
+143.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.6% |
| 7D | +1.3% | +0.9% | +0.4% | +0.6% |
| 30D | -10.3% | -15.1% | +4.7% | +2.5% |
| 3M | -32.7% | -4.8% | -27.9% | -30.4% |
| 6M | +6.3% | -2.5% | +8.8% | +6.4% |
| YTD | -15.0% | +1.8% | -16.8% | -18.1% |
| 1Y | -13.3% | -0.3% | -13.0% | -15.8% |
| 3Y | +97.2% | +52.9% | +44.3% | +23.4% |
| 5Y | +278.7% | +69.3% | +209.5% | +103.5% |
| All | +253.1% | +109.8% | +143.3% | +78.5% |
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