+144.7%
IONQ vs FIVE
+37.8%
+106.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.3% | -6.3% | -8.3% |
| 7D | -16.7% | -1.7% | -15.0% | -15.9% |
| 30D | -38.9% | +14.9% | -53.9% | -43.5% |
| 3M | -33.8% | +7.6% | -41.4% | -37.0% |
| 6M | -44.9% | +6.4% | -51.4% | -48.1% |
| YTD | -41.1% | +28.1% | -69.2% | -50.1% |
| 1Y | -52.3% | +54.7% | -107.0% | -63.7% |
| 3Y | +128.2% | +36.1% | +92.2% | +69.2% |
| 5Y | +37.2% | +14.9% | +22.3% | +5.4% |
| All | +144.7% | +37.8% | +106.9% | +72.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling