+224.0%
IONQ vs FIVN
-84.1%
+308.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | +0.9% |
| 7D | +16.7% | -22.4% | +39.1% | +29.0% |
| 30D | -12.3% | -23.8% | +11.5% | -1.8% |
| 3M | -17.7% | -19.5% | +1.8% | -12.4% |
| 6M | -28.9% | +25.6% | -54.5% | -42.7% |
| YTD | -22.0% | +38.4% | -60.4% | -44.3% |
| 1Y | -36.8% | +33.7% | -70.5% | -53.9% |
| 3Y | +228.2% | -56.2% | +284.4% | +328.0% |
| 5Y | +91.9% | -82.9% | +174.9% | +294.3% |
| All | +224.0% | -84.1% | +308.1% | +579.7% |
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