+191.0%
IONQ vs FIS
-39.8%
+230.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.2% | +25.7% | +23.9% |
| 7D | +8.6% | -25.5% | +34.1% | +15.1% |
| 30D | -21.1% | -15.1% | -6.0% | -20.1% |
| 3M | -17.9% | -32.1% | +14.2% | -10.6% |
| 6M | -37.9% | -36.1% | -1.9% | -31.7% |
| YTD | -27.3% | -55.4% | +28.1% | -3.2% |
| 1Y | -43.2% | -53.9% | +10.7% | -25.8% |
| 3Y | +191.0% | -39.8% | +230.7% | +140.0% |
| All | +191.0% | -39.8% | +230.8% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling