+304.7%
IONQ vs FERG
+72.9%
+231.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +3.2% |
| 7D | +7.1% | +3.4% | +3.7% | +4.0% |
| 30D | -8.9% | -11.5% | +2.6% | +0.9% |
| 3M | -35.6% | +1.3% | -36.8% | -37.3% |
| 6M | +13.3% | -1.0% | +14.2% | +11.6% |
| YTD | -9.8% | +3.2% | -13.0% | -14.5% |
| 1Y | -1.3% | -3.0% | +1.6% | -2.4% |
| 3Y | +109.3% | +55.0% | +54.2% | +21.9% |
| 5Y | +304.7% | +72.6% | +232.1% | +83.7% |
| All | +304.7% | +72.9% | +231.8% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling