+208.9%
IONQ vs FRSH
-70.7%
+279.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +4.9% | -14.3% | -12.4% |
| 7D | +16.8% | -0.2% | +17.0% | +15.6% |
| 30D | -11.1% | -8.8% | -2.3% | -6.9% |
| 3M | -31.7% | +8.8% | -40.5% | -37.1% |
| 6M | -44.8% | +49.1% | -93.8% | -60.4% |
| YTD | -31.2% | +3.4% | -34.7% | -38.7% |
| 1Y | -39.1% | +8.8% | -48.0% | -47.7% |
| 3Y | +189.5% | -27.4% | +216.9% | +218.9% |
| 5Y | +53.2% | -66.4% | +119.6% | +151.1% |
| All | +208.9% | -70.7% | +279.6% | +411.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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