+108.3%
IONQ vs FITB
+128.4%
-20.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | -1.0% | -4.7% | +3.7% | +3.5% |
| 3M | -39.8% | +6.7% | -46.5% | -44.4% |
| 6M | +6.4% | +12.6% | -6.1% | -6.8% |
| YTD | -11.9% | +19.1% | -31.0% | -28.1% |
| 1Y | -6.2% | +22.6% | -28.8% | -25.9% |
| All | +108.3% | +128.4% | -20.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling