+294.8%
IONQ vs FN
+289.0%
+5.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.1% | -1.9% | -0.4% |
| 7D | +0.8% | -1.7% | +2.5% | +1.7% |
| 30D | -1.0% | -22.0% | +21.0% | +11.4% |
| 3M | -39.8% | -43.0% | +3.2% | -20.4% |
| 6M | +6.4% | -27.7% | +34.2% | +20.0% |
| YTD | -11.9% | -10.5% | -1.4% | -15.4% |
| 1Y | -6.2% | +12.5% | -18.6% | -22.2% |
| 3Y | +125.7% | +153.8% | -28.1% | -1.9% |
| All | +294.8% | +289.0% | +5.8% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling