-44.5%
IONQ vs FRMI
-93.9%
+49.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +1.0% |
| 7D | +16.7% | -24.3% | +41.0% | +25.7% |
| 30D | -12.3% | -55.1% | +42.8% | +7.5% |
| 3M | -17.7% | -73.8% | +56.1% | +14.2% |
| 6M | -28.9% | -70.6% | +41.6% | -7.7% |
| YTD | -22.0% | -80.8% | +58.7% | +8.3% |
| 1Y | -36.8% | -93.9% | +57.1% | -10.4% |
| All | -44.5% | -93.9% | +49.3% | -22.9% |
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