+16.1%
IONQ vs FPS
-13.1%
+29.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +16.0% | -7.7% | +0.4% |
| 7D | +25.5% | -8.0% | +33.4% | +28.0% |
| 30D | -11.4% | -43.5% | +32.1% | +13.6% |
| 3M | -20.5% | -41.6% | +21.2% | -0.9% |
| 6M | -28.2% | -44.0% | +15.8% | -10.3% |
| All | +16.1% | -13.1% | +29.2% | +22.1% |
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