+108.3%
IONQ vs FICO
+4.8%
+103.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.7% | +18.0% | +8.1% |
| 7D | +0.8% | -19.2% | +20.0% | +9.0% |
| 30D | -1.0% | -14.6% | +13.6% | +4.1% |
| 3M | -39.8% | -20.1% | -19.7% | -38.0% |
| 6M | +6.4% | -36.3% | +42.8% | +22.7% |
| YTD | -11.9% | -44.9% | +32.9% | +11.2% |
| 1Y | -6.2% | -38.6% | +32.5% | +7.5% |
| All | +108.3% | +4.8% | +103.5% | +27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling