-44.7%
IONQ vs FIG
-52.3%
+7.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -2.2% |
| 7D | -8.9% | -4.7% | -4.3% | -8.4% |
| 30D | -31.3% | +0.5% | -31.8% | -31.4% |
| 3M | -29.2% | -18.4% | -10.8% | -27.6% |
| 6M | -35.4% | +10.9% | -46.3% | -39.9% |
| YTD | -34.2% | -40.8% | +6.6% | -18.0% |
| 1Y | -44.7% | -51.7% | +7.0% | -17.1% |
| All | -44.7% | -52.3% | +7.6% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 1y: compounded portfolio wealth divided by compounded FIG 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…
1y analysis · Full analysis span regression · 6 months rolling