+167.4%
IONQ vs FIVE
+40.9%
+126.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -11.5% | +2.7% | -14.1% | -12.5% |
| 30D | -8.1% | +12.7% | -20.7% | -13.8% |
| 3M | -35.8% | +2.1% | -37.8% | -37.1% |
| 6M | -47.7% | +17.5% | -65.2% | -53.1% |
| YTD | -35.6% | +31.0% | -66.6% | -46.0% |
| 1Y | -36.4% | +67.7% | -104.1% | -53.5% |
| 3Y | +150.0% | +43.4% | +106.7% | +79.9% |
| 5Y | +43.3% | +18.1% | +25.2% | +8.6% |
| All | +167.4% | +40.9% | +126.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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