+265.9%
IONQ vs FISV
-53.4%
+319.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +0.8% | -0.3% | +1.2% | +0.9% |
| 30D | -1.0% | -2.1% | +1.0% | -0.7% |
| 3M | -39.8% | -5.7% | -34.1% | -39.5% |
| 6M | +6.4% | -15.3% | +21.8% | +10.3% |
| YTD | -11.9% | -21.1% | +9.2% | -6.8% |
| 1Y | -6.2% | -61.1% | +54.9% | +19.0% |
| 3Y | +125.7% | -56.8% | +182.5% | +135.9% |
| 5Y | +296.0% | -54.2% | +350.2% | +258.6% |
| All | +265.9% | -53.4% | +319.3% | +228.0% |
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