+274.7%
IONQ vs FND
-48.5%
+323.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.6% | +7.0% | +5.2% |
| 7D | +7.1% | +0.4% | +6.7% | +6.7% |
| 30D | -8.9% | -23.6% | +14.6% | +6.8% |
| 3M | -35.6% | +4.3% | -39.9% | -40.1% |
| 6M | +13.3% | -20.3% | +33.5% | +25.1% |
| YTD | -9.8% | -21.3% | +11.5% | -0.3% |
| 1Y | -1.3% | -45.4% | +44.1% | +36.3% |
| 3Y | +109.3% | -48.9% | +158.1% | +171.9% |
| 5Y | +304.7% | -61.0% | +365.7% | +517.4% |
| All | +274.7% | -48.5% | +323.2% | +424.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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