+265.9%
IONQ vs FOXA
+141.0%
+124.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.4% | +4.7% | +2.9% |
| 7D | +0.8% | -4.0% | +4.8% | +2.7% |
| 30D | -1.0% | +12.0% | -13.0% | -6.7% |
| 3M | -39.8% | +0.3% | -40.1% | -41.4% |
| 6M | +6.4% | +12.5% | -6.0% | -3.2% |
| YTD | -11.9% | -9.6% | -2.3% | -9.5% |
| 1Y | -6.2% | +8.6% | -14.7% | -13.8% |
| 3Y | +125.7% | +118.5% | +7.2% | +42.2% |
| 5Y | +296.0% | +88.8% | +207.2% | +161.3% |
| All | +265.9% | +141.0% | +124.9% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling