+274.7%
IONQ vs FTI
+996.6%
-721.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.1% | +4.5% | +3.1% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -8.9% | +12.3% | -21.2% | -12.4% |
| 3M | -35.6% | +13.8% | -49.3% | -38.7% |
| 6M | +13.3% | +24.3% | -11.0% | +3.9% |
| YTD | -9.8% | +75.8% | -85.6% | -26.3% |
| 1Y | -1.3% | +99.6% | -100.9% | -23.3% |
| 3Y | +109.3% | +278.4% | -169.2% | +30.6% |
| 5Y | +304.7% | +1,168.7% | -864.0% | +82.3% |
| All | +274.7% | +996.6% | -721.9% | +68.9% |
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