-51.1%
IONQ vs FRMI
-91.8%
+40.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +13.8% | -23.2% | -12.9% |
| 7D | +16.8% | +34.6% | -17.9% | +6.7% |
| 30D | -11.1% | -44.6% | +33.5% | +2.0% |
| 3M | -31.7% | -72.9% | +41.2% | -6.8% |
| 6M | -44.8% | -62.3% | +17.6% | -33.6% |
| YTD | -31.2% | -74.3% | +43.0% | -12.6% |
| 1Y | -39.1% | -90.5% | +51.4% | -19.3% |
| All | -51.1% | -91.8% | +40.7% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling