+202.0%
IONQ vs FICO
+37.6%
+164.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.6% |
| 7D | +8.6% | -0.9% | +9.5% | +8.9% |
| 30D | -21.1% | +3.3% | -24.4% | -24.0% |
| 3M | -17.9% | -31.7% | +13.8% | -7.5% |
| 6M | -37.9% | -34.0% | -4.0% | -34.4% |
| YTD | -27.3% | -58.3% | +31.0% | +1.9% |
| 1Y | -43.2% | -57.9% | +14.7% | -21.2% |
| 3Y | +191.0% | -24.1% | +215.0% | +143.2% |
| 5Y | +69.3% | +85.3% | -16.0% | -18.2% |
| All | +202.0% | +37.6% | +164.4% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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