+173.5%
IONQ vs FICO
+36.9%
+136.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | 0.0% |
| 7D | -8.9% | +0.4% | -9.3% | -9.2% |
| 30D | -31.3% | +1.7% | -32.9% | -33.1% |
| 3M | -29.2% | -33.0% | +3.8% | -19.5% |
| 6M | -35.4% | -33.9% | -1.6% | -31.9% |
| YTD | -34.2% | -58.5% | +24.4% | -7.4% |
| 1Y | -44.7% | -56.4% | +11.7% | -25.4% |
| 3Y | +155.1% | -24.7% | +179.7% | +114.4% |
| 5Y | +79.8% | +83.1% | -3.3% | -12.7% |
| All | +173.5% | +36.9% | +136.6% | +40.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling