-11.4%
IONQ vs FIG
-77.2%
+65.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.2% | +7.9% |
| 7D | +25.5% | -12.6% | +38.1% | +27.8% |
| 30D | -11.4% | -13.8% | +2.4% | -9.6% |
| 3M | -20.5% | -16.7% | -3.8% | -18.8% |
| 6M | -28.2% | -6.1% | -22.1% | -29.8% |
| YTD | -21.2% | -48.1% | +26.8% | -15.4% |
| 1Y | -40.4% | -56.2% | +15.8% | -34.5% |
| All | -11.4% | -77.2% | +65.8% | -1.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling