+144.7%
IONQ vs FN
+275.0%
-130.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -14.2% | +3.7% | -3.1% |
| 7D | -16.7% | -16.0% | -0.7% | -9.2% |
| 30D | -38.9% | -40.1% | +1.2% | -21.0% |
| 3M | -33.8% | -43.9% | +10.1% | -13.3% |
| 6M | -44.9% | -55.6% | +10.7% | -19.1% |
| YTD | -41.1% | -35.7% | -5.4% | -33.9% |
| 1Y | -52.3% | -39.8% | -12.5% | -44.7% |
| 3Y | +128.2% | +80.3% | +48.0% | +20.1% |
| 5Y | +37.2% | +143.3% | -106.1% | -47.2% |
| All | +144.7% | +275.0% | -130.3% | -21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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