+265.9%
IONQ vs FIS
-66.2%
+332.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -1.0% | -2.2% | +1.2% | -0.4% |
| 3M | -39.8% | +2.1% | -42.0% | -41.8% |
| 6M | +6.4% | -14.7% | +21.1% | +12.5% |
| YTD | -11.9% | -35.7% | +23.8% | +8.1% |
| 1Y | -6.2% | -37.1% | +30.9% | +15.6% |
| 3Y | +125.7% | -20.0% | +145.7% | +140.4% |
| 5Y | +296.0% | -62.1% | +358.1% | +441.8% |
| All | +265.9% | -66.2% | +332.2% | +397.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling