+278.5%
IONQ vs FGI
-70.4%
+348.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +7.5% | -6.3% | +1.0% |
| 7D | +0.8% | +0.5% | +0.3% | +0.8% |
| 30D | -1.0% | +65.4% | -66.4% | -5.7% |
| 3M | -39.8% | +23.5% | -63.3% | -42.0% |
| 6M | +6.4% | +60.5% | -54.1% | -2.0% |
| YTD | -11.9% | +30.0% | -41.9% | -18.0% |
| 1Y | -6.2% | +82.1% | -88.2% | -16.5% |
| 3Y | +125.7% | -4.4% | +130.1% | +104.3% |
| All | +278.5% | -70.4% | +348.9% | +284.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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