+227.2%
IONQ vs FFIV
+80.5%
+146.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.3% |
| 7D | +25.5% | -2.1% | +27.5% | +28.5% |
| 30D | -11.4% | -33.8% | +22.4% | +26.5% |
| 3M | -20.5% | -20.6% | +0.1% | -6.3% |
| 6M | -28.2% | -10.2% | -18.0% | -25.1% |
| YTD | -21.2% | +24.5% | -45.7% | -42.5% |
| 1Y | -40.4% | +29.3% | -69.7% | -58.4% |
| 3Y | +214.7% | +103.8% | +110.9% | +34.2% |
| 5Y | +56.9% | +40.9% | +16.0% | -6.1% |
| All | +227.2% | +80.5% | +146.7% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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