+191.0%
IONQ vs FFIV
+102.2%
+88.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.7% |
| 7D | +8.6% | -8.1% | +16.7% | +16.7% |
| 30D | -21.1% | -33.4% | +12.3% | +6.9% |
| 3M | -17.9% | -24.7% | +6.9% | -1.5% |
| 6M | -37.9% | -8.8% | -29.1% | -37.2% |
| YTD | -27.3% | +21.8% | -49.1% | -45.0% |
| 1Y | -43.2% | +25.3% | -68.5% | -58.4% |
| 3Y | +191.0% | +101.2% | +89.8% | +22.5% |
| All | +191.0% | +102.2% | +88.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling