+240.9%
IONQ vs FRSH
-72.1%
+313.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.3% | -3.7% |
| 7D | +15.3% | -8.9% | +24.2% | +21.6% |
| 30D | -6.1% | -13.2% | +7.1% | +1.9% |
| 3M | -21.6% | +0.9% | -22.5% | -24.0% |
| 6M | -40.1% | +40.3% | -80.4% | -55.2% |
| YTD | -24.1% | -1.4% | -22.7% | -30.0% |
| 1Y | -37.4% | +3.8% | -41.2% | -44.3% |
| 3Y | +219.5% | -30.8% | +250.3% | +264.1% |
| 5Y | +76.9% | -68.5% | +145.5% | +201.2% |
| All | +240.9% | -72.1% | +313.0% | +483.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling