-44.7%
IONQ vs FOXA
+11.1%
-55.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -2.3% |
| 7D | -8.9% | +9.9% | -18.8% | -10.8% |
| 30D | -31.3% | +10.0% | -41.2% | -32.8% |
| 3M | -29.2% | +18.4% | -47.6% | -32.1% |
| 6M | -35.4% | +12.2% | -47.6% | -39.4% |
| YTD | -34.2% | -3.8% | -30.4% | -33.9% |
| 1Y | -44.7% | +8.9% | -53.6% | -44.1% |
| All | -44.7% | +11.1% | -55.7% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 1y: compounded portfolio wealth divided by compounded FOXA 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…
1y analysis · Full analysis span regression · 6 months rolling