+173.5%
IONQ vs FN
+337.3%
-163.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | +1.6% |
| 7D | -8.9% | -7.0% | -1.9% | -5.8% |
| 30D | -31.3% | -24.7% | -6.5% | -21.0% |
| 3M | -29.2% | -35.7% | +6.5% | -13.6% |
| 6M | -35.4% | -52.4% | +17.0% | -9.0% |
| YTD | -34.2% | -25.0% | -9.2% | -31.8% |
| 1Y | -44.7% | -25.7% | -19.0% | -42.6% |
| 3Y | +155.1% | +110.2% | +44.9% | +24.0% |
| 5Y | +79.8% | +192.3% | -112.6% | -36.7% |
| All | +173.5% | +337.3% | -163.8% | -19.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling