+227.2%
IONQ vs FND
-42.7%
+269.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.3% | +5.9% |
| 7D | +25.5% | +8.5% | +16.9% | +18.9% |
| 30D | -11.4% | +17.2% | -28.6% | -20.2% |
| 3M | -20.5% | -14.9% | -5.5% | -13.6% |
| 6M | -28.2% | +3.1% | -31.3% | -33.4% |
| YTD | -21.2% | -12.4% | -8.8% | -19.3% |
| 1Y | -40.4% | -10.0% | -30.4% | -40.6% |
| 3Y | +214.7% | -31.3% | +246.0% | +227.6% |
| 5Y | +56.9% | -60.3% | +117.2% | +128.7% |
| All | +227.2% | -42.7% | +269.9% | +324.0% |
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