-2.9%
IONQ vs FPS
-13.7%
+10.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -17.3% | +15.8% | +6.6% |
| 7D | -8.9% | -23.3% | +14.4% | +2.1% |
| 30D | -31.3% | -42.4% | +11.2% | -12.2% |
| 3M | -29.2% | -43.0% | +13.9% | -10.0% |
| 6M | -35.4% | -44.5% | +9.1% | -18.1% |
| All | -2.9% | -13.7% | +10.8% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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