-14.0%
IONQ vs FIGR
+6.3%
-20.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.4% | -4.0% | +0.2% |
| 7D | +7.1% | +13.5% | -6.4% | +2.5% |
| 30D | -8.9% | +33.7% | -42.6% | -17.7% |
| 3M | -35.6% | +37.3% | -72.9% | -42.7% |
| 6M | +13.3% | +25.5% | -12.3% | +2.3% |
| YTD | -9.8% | -6.3% | -3.5% | -17.2% |
| All | -14.0% | +6.3% | -20.3% | -24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling