-37.9%
IONQ vs FPS
-55.1%
+17.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +7.0% | +16.4% | +19.9% |
| 7D | +8.6% | -24.5% | +33.1% | +22.6% |
| 30D | -21.1% | -52.1% | +31.0% | +11.2% |
| 3M | -17.9% | -48.4% | +30.5% | +10.4% |
| 6M | -37.9% | -54.4% | +16.4% | -10.2% |
| All | -37.9% | -55.1% | +17.1% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling