-30.7%
IONQ vs FIGR
-36.9%
+6.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.7% | +14.7% | +20.2% |
| 7D | +8.6% | +5.3% | +3.3% | +7.1% |
| 30D | -21.1% | -17.9% | -3.2% | -15.2% |
| 3M | -17.9% | -20.5% | +2.7% | -11.9% |
| 6M | -37.9% | -40.2% | +2.2% | -27.7% |
| YTD | -27.3% | -44.4% | +17.1% | -20.7% |
| 1Y | -43.2% | -36.3% | -6.9% | -41.3% |
| All | -30.7% | -36.9% | +6.2% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling