-44.7%
IONQ vs FIGR
-41.8%
-2.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -2.9% |
| 7D | -8.9% | -1.3% | -7.6% | -8.6% |
| 30D | -31.3% | -17.6% | -13.6% | -26.7% |
| 3M | -29.2% | -16.7% | -12.5% | -25.7% |
| 6M | -35.4% | -36.1% | +0.7% | -26.9% |
| YTD | -34.2% | -43.6% | +9.5% | -31.1% |
| 1Y | -44.7% | -39.8% | -4.8% | -44.2% |
| All | -44.7% | -41.8% | -2.8% | -44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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