+202.0%
IONQ vs FND
-44.9%
+247.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.7% |
| 7D | +8.6% | +7.7% | +0.9% | +3.0% |
| 30D | -21.1% | +11.9% | -32.9% | -27.1% |
| 3M | -17.9% | -14.6% | -3.3% | -11.0% |
| 6M | -37.9% | +0.5% | -38.4% | -41.6% |
| YTD | -27.3% | -15.8% | -11.5% | -23.8% |
| 1Y | -43.2% | -12.9% | -30.3% | -42.4% |
| 3Y | +191.0% | -34.2% | +225.1% | +210.3% |
| 5Y | +69.3% | -61.6% | +130.8% | +152.3% |
| All | +202.0% | -44.9% | +247.0% | +300.4% |
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