+76.9%
IONQ vs FIS
-70.7%
+147.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.7% | -9.4% | -5.6% |
| 7D | +15.3% | +1.5% | +13.8% | +14.1% |
| 30D | -6.1% | -11.8% | +5.7% | -4.4% |
| 3M | -21.6% | -28.5% | +6.9% | -11.7% |
| 6M | -40.1% | -27.0% | -13.1% | -35.0% |
| YTD | -24.1% | -53.1% | +29.0% | +7.4% |
| 1Y | -37.4% | -52.8% | +15.3% | -12.0% |
| 3Y | +219.5% | -37.5% | +257.0% | +261.7% |
| 5Y | +76.9% | -71.1% | +148.0% | +258.6% |
| All | +76.9% | -70.7% | +147.7% | +258.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling