+227.2%
IONQ vs FIS
-76.9%
+304.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.4% | +9.7% | +8.9% |
| 7D | +25.5% | -29.4% | +54.9% | +41.8% |
| 30D | -11.4% | -16.7% | +5.3% | -7.7% |
| 3M | -20.5% | -33.0% | +12.5% | -9.1% |
| 6M | -28.2% | -33.3% | +5.1% | -19.5% |
| YTD | -21.2% | -56.0% | +34.8% | +9.9% |
| 1Y | -40.4% | -54.6% | +14.2% | -18.4% |
| 3Y | +214.7% | -40.6% | +255.3% | +264.9% |
| 5Y | +56.9% | -71.9% | +128.8% | +146.8% |
| All | +227.2% | -76.9% | +304.1% | +405.4% |
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