-44.0%
IONQ vs FRMI
-93.4%
+49.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.7% | +2.6% | +6.7% |
| 7D | +25.5% | -24.7% | +50.2% | +35.0% |
| 30D | -11.4% | -51.6% | +40.2% | +6.4% |
| 3M | -20.5% | -73.1% | +52.7% | +9.7% |
| 6M | -28.2% | -68.3% | +40.0% | -8.6% |
| YTD | -21.2% | -79.3% | +58.0% | +7.3% |
| 1Y | -40.4% | -93.2% | +52.8% | -16.5% |
| All | -44.0% | -93.4% | +49.4% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling