+202.0%
IONQ vs FN
+318.8%
-116.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +11.7% | +11.8% | +17.2% |
| 7D | +8.6% | 0.0% | +8.6% | +8.8% |
| 30D | -21.1% | -34.3% | +13.2% | -2.0% |
| 3M | -17.9% | -39.9% | +22.0% | +4.5% |
| 6M | -37.9% | -51.8% | +13.9% | -12.3% |
| YTD | -27.3% | -28.1% | +0.8% | -22.5% |
| 1Y | -43.2% | -29.1% | -14.1% | -39.1% |
| 3Y | +191.0% | +102.4% | +88.5% | +45.0% |
| 5Y | +69.3% | +171.7% | -102.4% | -38.1% |
| All | +202.0% | +318.8% | -116.7% | -8.4% |
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