+215.4%
IONQ vs FITB
+141.7%
+73.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -3.0% |
| 7D | +15.3% | -0.6% | +15.9% | +16.0% |
| 30D | -6.1% | +7.0% | -13.1% | -10.8% |
| 3M | -21.6% | -4.8% | -16.8% | -18.8% |
| 6M | -40.1% | +13.5% | -53.7% | -46.5% |
| YTD | -24.1% | +19.1% | -43.2% | -34.9% |
| 1Y | -37.4% | +30.8% | -68.2% | -50.2% |
| 3Y | +219.5% | +141.6% | +77.9% | +69.4% |
| 5Y | +76.9% | +48.3% | +28.7% | +22.7% |
| All | +215.4% | +141.7% | +73.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 10y: compounded portfolio wealth divided by compounded FITB 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…
10y analysis · Full analysis span regression · 6 months rolling