+202.0%
IONQ vs FIVE
+37.3%
+164.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.6% |
| 7D | +8.6% | -0.3% | +8.9% | +8.7% |
| 30D | -21.1% | +17.7% | -38.7% | -28.0% |
| 3M | -17.9% | +4.0% | -21.8% | -20.4% |
| 6M | -37.9% | +2.6% | -40.6% | -40.4% |
| YTD | -27.3% | +27.6% | -54.9% | -38.3% |
| 1Y | -43.2% | +59.9% | -103.1% | -57.5% |
| 3Y | +191.0% | +35.8% | +155.2% | +115.7% |
| 5Y | +69.3% | +14.4% | +54.9% | +30.3% |
| All | +202.0% | +37.3% | +164.8% | +113.7% |
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