+224.0%
IONQ vs FIVE
+44.8%
+179.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +16.7% | +7.3% | +9.3% | +12.4% |
| 30D | -12.3% | +18.1% | -30.3% | -19.9% |
| 3M | -17.7% | +7.7% | -25.4% | -21.8% |
| 6M | -28.9% | +13.6% | -42.6% | -35.5% |
| YTD | -22.0% | +34.6% | -56.6% | -35.6% |
| 1Y | -36.8% | +66.2% | -103.1% | -53.6% |
| 3Y | +228.2% | +43.5% | +184.8% | +136.5% |
| 5Y | +91.9% | +20.7% | +71.3% | +43.5% |
| All | +224.0% | +44.8% | +179.2% | +123.0% |
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