-22.6%
IONQ vs FIG
-77.7%
+55.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.4% |
| 7D | +16.8% | +2.6% | +14.2% | +16.4% |
| 30D | -11.1% | -13.1% | +1.9% | -9.4% |
| 3M | -31.7% | -20.3% | -11.4% | -29.7% |
| 6M | -44.8% | -2.1% | -42.6% | -46.5% |
| YTD | -31.2% | -49.4% | +18.1% | -25.8% |
| 1Y | -39.1% | -57.0% | +17.9% | -33.0% |
| All | -22.6% | -77.7% | +55.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling