-16.0%
IONQ vs FISV
-64.0%
+48.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.4% |
| 7D | -5.6% | -7.2% | +1.6% | -6.1% |
| 30D | -15.2% | -7.2% | -8.0% | -15.7% |
| 3M | -34.9% | -8.2% | -26.8% | -35.0% |
| 6M | +4.9% | -17.7% | +22.6% | +5.0% |
| YTD | -17.9% | -27.2% | +9.3% | -18.8% |
| 1Y | -16.0% | -63.0% | +47.0% | -19.7% |
| All | -16.0% | -64.0% | +48.0% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling