+109.3%
IONQ vs FISV
-58.7%
+168.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.8% |
| 7D | +7.1% | -1.6% | +8.7% | +7.2% |
| 30D | -8.9% | -3.0% | -6.0% | -8.7% |
| 3M | -35.6% | -3.5% | -32.0% | -35.7% |
| 6M | +13.3% | -19.4% | +32.7% | +16.1% |
| YTD | -9.8% | -24.3% | +14.5% | -7.0% |
| 1Y | -1.3% | -62.4% | +61.1% | +9.6% |
| 3Y | +109.3% | -58.2% | +167.4% | +127.0% |
| All | +109.3% | -58.7% | +168.0% | +127.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling