+304.7%
IONQ vs FOXA
+89.1%
+215.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.6% |
| 7D | +7.1% | -0.6% | +7.7% | +7.4% |
| 30D | -8.9% | +2.3% | -11.2% | -10.8% |
| 3M | -35.6% | -2.8% | -32.7% | -36.4% |
| 6M | +13.3% | +9.6% | +3.7% | +1.3% |
| YTD | -9.8% | -9.9% | +0.1% | -6.3% |
| 1Y | -1.3% | +5.4% | -6.7% | -10.5% |
| 3Y | +109.3% | +115.3% | -6.0% | +2.2% |
| 5Y | +304.7% | +93.1% | +211.6% | +86.9% |
| All | +304.7% | +89.1% | +215.6% | +86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling