+265.9%
IONQ vs FND
-46.0%
+311.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.2% |
| 7D | +0.8% | -5.2% | +6.0% | +4.1% |
| 30D | -1.0% | -19.9% | +18.8% | +13.1% |
| 3M | -39.8% | +2.7% | -42.5% | -43.2% |
| 6M | +6.4% | -21.7% | +28.1% | +19.2% |
| YTD | -11.9% | -17.5% | +5.6% | -5.2% |
| 1Y | -6.2% | -39.3% | +33.1% | +21.0% |
| 3Y | +125.7% | -49.8% | +175.5% | +199.2% |
| 5Y | +296.0% | -60.1% | +356.1% | +490.3% |
| All | +265.9% | -46.0% | +311.9% | +398.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling