+265.9%
IONQ vs FERG
+114.7%
+151.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -1.0% | -0.6% |
| 7D | +0.8% | 0.0% | +0.9% | +0.8% |
| 30D | -1.0% | -10.2% | +9.2% | +7.8% |
| 3M | -39.8% | -0.6% | -39.2% | -40.4% |
| 6M | +6.4% | -6.5% | +13.0% | +10.5% |
| YTD | -11.9% | +4.2% | -16.1% | -16.7% |
| 1Y | -6.2% | -2.3% | -3.9% | -7.4% |
| 3Y | +125.7% | +48.5% | +77.2% | +45.3% |
| 5Y | +296.0% | +72.0% | +224.0% | +108.9% |
| All | +265.9% | +114.7% | +151.2% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling