+274.7%
IONQ vs FIVN
-82.2%
+356.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.1% | +8.5% | +5.6% |
| 7D | +7.1% | -8.2% | +15.3% | +11.7% |
| 30D | -8.9% | -8.1% | -0.8% | -5.7% |
| 3M | -35.6% | +34.9% | -70.5% | -47.0% |
| 6M | +13.3% | +72.6% | -59.4% | -23.7% |
| YTD | -9.8% | +55.8% | -65.6% | -36.9% |
| 1Y | -1.3% | +17.1% | -18.5% | -19.0% |
| 3Y | +109.3% | -54.3% | +163.6% | +178.9% |
| 5Y | +304.7% | -81.6% | +386.3% | +723.2% |
| All | +274.7% | -82.2% | +356.9% | +670.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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