+191.0%
IONQ vs FERG
+56.2%
+134.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +24.0% |
| 7D | +8.6% | -2.1% | +10.7% | +10.3% |
| 30D | -21.1% | +8.7% | -29.8% | -25.8% |
| 3M | -17.9% | -7.4% | -10.5% | -13.6% |
| 6M | -37.9% | -6.6% | -31.3% | -35.4% |
| YTD | -27.3% | +6.6% | -33.9% | -31.8% |
| 1Y | -43.2% | -3.6% | -39.6% | -42.6% |
| 3Y | +191.0% | +56.4% | +134.6% | +120.7% |
| All | +191.0% | +56.2% | +134.8% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling