+202.0%
IONQ vs FIVN
-83.9%
+286.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -17.6% | +41.1% | +32.1% |
| 7D | +8.6% | -22.6% | +31.2% | +20.3% |
| 30D | -21.1% | -16.8% | -4.3% | -15.8% |
| 3M | -17.9% | -0.9% | -17.0% | -21.9% |
| 6M | -37.9% | +28.4% | -66.4% | -50.6% |
| YTD | -27.3% | +40.2% | -67.6% | -48.4% |
| 1Y | -43.2% | +30.5% | -73.7% | -58.3% |
| 3Y | +191.0% | -56.2% | +247.2% | +279.5% |
| 5Y | +69.3% | -81.0% | +150.3% | +239.1% |
| All | +202.0% | -83.9% | +286.0% | +529.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling