+227.2%
IONQ vs FTI
+797.7%
-570.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +8.1% |
| 7D | +25.5% | -4.3% | +29.8% | +27.6% |
| 30D | -11.4% | -8.0% | -3.4% | -8.9% |
| 3M | -20.5% | -8.0% | -12.4% | -18.4% |
| 6M | -28.2% | -8.7% | -19.6% | -26.6% |
| YTD | -21.2% | +43.9% | -65.1% | -31.4% |
| 1Y | -40.4% | +49.8% | -90.2% | -48.9% |
| 3Y | +214.7% | +211.7% | +3.0% | +109.8% |
| 5Y | +56.9% | +781.6% | -724.7% | -24.5% |
| All | +227.2% | +797.7% | -570.5% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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