-39.1%
IONQ vs FOXA
-0.1%
-39.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -8.6% |
| 7D | +16.8% | -2.9% | +19.7% | +17.6% |
| 30D | -11.1% | +5.1% | -16.3% | -12.1% |
| 3M | -31.7% | +4.7% | -36.4% | -32.7% |
| 6M | -44.8% | -0.2% | -44.5% | -44.6% |
| YTD | -31.2% | -9.2% | -22.0% | -29.9% |
| 1Y | -39.1% | -0.6% | -38.6% | -37.4% |
| All | -39.1% | -0.1% | -39.1% | -37.4% |
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