+150.0%
IONQ vs FRSH
-27.1%
+177.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +4.6% | -16.1% | -14.3% |
| 30D | -8.1% | -7.5% | -0.6% | -4.7% |
| 3M | -35.8% | -0.1% | -35.7% | -37.2% |
| 6M | -47.7% | +54.5% | -102.3% | -64.3% |
| YTD | -35.6% | +3.4% | -39.1% | -42.3% |
| 1Y | -36.4% | +6.4% | -42.8% | -44.2% |
| 3Y | +150.0% | -26.3% | +176.3% | +147.6% |
| All | +150.0% | -27.1% | +177.1% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling