+202.0%
IONQ vs FITB
+135.7%
+66.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.8% | +24.2% | +24.0% |
| 7D | +8.6% | -1.5% | +10.1% | +9.6% |
| 30D | -21.1% | +5.8% | -26.9% | -24.5% |
| 3M | -17.9% | -6.1% | -11.8% | -14.1% |
| 6M | -37.9% | +5.9% | -43.9% | -41.5% |
| YTD | -27.3% | +16.1% | -43.4% | -36.5% |
| 1Y | -43.2% | +28.8% | -72.0% | -54.4% |
| 3Y | +191.0% | +126.0% | +65.0% | +61.3% |
| 5Y | +69.3% | +45.3% | +24.0% | +19.5% |
| All | +202.0% | +135.7% | +66.4% | +89.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling