+224.0%
IONQ vs FISV
-44.3%
+268.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +16.7% | +8.4% | +8.2% | +14.2% |
| 30D | -12.3% | +38.8% | -51.1% | -19.8% |
| 3M | -17.7% | +21.3% | -39.0% | -22.3% |
| 6M | -28.9% | +14.1% | -43.1% | -32.8% |
| YTD | -22.0% | -5.7% | -16.3% | -21.6% |
| 1Y | -36.8% | -0.8% | -36.1% | -37.6% |
| 3Y | +228.2% | -47.9% | +276.1% | +224.1% |
| 5Y | +91.9% | -36.8% | +128.8% | +64.3% |
| All | +224.0% | -44.3% | +268.3% | +176.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling