+265.9%
IONQ vs FTI
+1,020.2%
-754.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.8% | +5.3% | -4.5% | -0.9% |
| 30D | -1.0% | +15.3% | -16.4% | -5.6% |
| 3M | -39.8% | +15.8% | -55.6% | -42.9% |
| 6M | +6.4% | +22.6% | -16.1% | -1.9% |
| YTD | -11.9% | +79.5% | -91.5% | -28.5% |
| 1Y | -6.2% | +102.0% | -108.2% | -27.4% |
| 3Y | +125.7% | +315.8% | -190.1% | +37.3% |
| 5Y | +296.0% | +1,129.5% | -833.5% | +77.2% |
| All | +265.9% | +1,020.2% | -754.3% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling