+109.3%
IONQ vs FRSH
-48.3%
+157.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.4% | +5.6% |
| 7D | +7.1% | -10.1% | +17.2% | +14.3% |
| 30D | -8.9% | +2.2% | -11.1% | -11.6% |
| 3M | -35.6% | +28.6% | -64.1% | -47.9% |
| 6M | +13.3% | +40.2% | -26.9% | -17.0% |
| YTD | -9.8% | -1.2% | -8.6% | -15.8% |
| 1Y | -1.3% | -7.9% | +6.6% | -3.2% |
| 3Y | +109.3% | -44.7% | +154.0% | +202.0% |
| All | +109.3% | -48.3% | +157.6% | +202.0% |
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