+253.1%
IONQ vs FOXA
+135.2%
+117.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.1% | -3.7% | -4.7% |
| 7D | +1.3% | -5.4% | +6.7% | +4.1% |
| 30D | -10.3% | +1.1% | -11.5% | -11.2% |
| 3M | -32.7% | -6.1% | -26.6% | -32.0% |
| 6M | +6.3% | +8.2% | -1.9% | -1.3% |
| YTD | -15.0% | -11.8% | -3.2% | -11.6% |
| 1Y | -13.3% | +9.9% | -23.2% | -20.6% |
| 3Y | +97.2% | +110.7% | -13.5% | +26.3% |
| 5Y | +278.7% | +86.9% | +191.8% | +153.3% |
| All | +253.1% | +135.2% | +117.9% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling