+167.4%
IONQ vs FIS
-75.9%
+243.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.2% | -10.6% | -8.0% |
| 7D | -11.5% | +2.8% | -14.3% | -12.6% |
| 30D | -8.1% | -16.7% | +8.6% | -4.1% |
| 3M | -35.8% | -32.3% | -3.5% | -26.7% |
| 6M | -47.7% | -29.1% | -18.7% | -42.9% |
| YTD | -35.6% | -54.1% | +18.5% | -11.8% |
| 1Y | -36.4% | -53.7% | +17.3% | -13.4% |
| 3Y | +150.0% | -38.8% | +188.9% | +186.6% |
| 5Y | +43.3% | -71.1% | +114.4% | +121.0% |
| All | +167.4% | -75.9% | +243.3% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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