+15.0%
IONQ vs FPS
-17.4%
+32.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.0% | +4.0% | +1.5% |
| 7D | +16.7% | -20.9% | +37.5% | +28.2% |
| 30D | -12.3% | -46.3% | +34.1% | +15.2% |
| 3M | -17.7% | -42.9% | +25.1% | +3.3% |
| 6M | -28.9% | -46.8% | +17.9% | -8.9% |
| All | +15.0% | -17.4% | +32.4% | +23.9% |
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