-0.9%
IONQ vs FIG
-71.6%
+70.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.4% | +5.6% | +1.8% |
| 7D | +0.8% | -16.3% | +17.1% | +3.0% |
| 30D | -1.0% | -14.3% | +13.3% | +0.6% |
| 3M | -39.8% | +7.2% | -47.0% | -41.1% |
| 6M | +6.4% | -18.6% | +25.1% | +7.1% |
| YTD | -11.9% | -35.5% | +23.5% | -8.0% |
| 1Y | -6.2% | -55.8% | +49.6% | +2.8% |
| All | -0.9% | -71.6% | +70.7% | +7.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling