+202.0%
IONQ vs FTI
+791.2%
-589.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.1% | +20.3% | +22.4% |
| 7D | +8.6% | -7.6% | +16.2% | +11.8% |
| 30D | -21.1% | -7.1% | -14.0% | -19.1% |
| 3M | -17.9% | -8.7% | -9.2% | -15.6% |
| 6M | -37.9% | -14.0% | -24.0% | -35.3% |
| YTD | -27.3% | +42.8% | -70.1% | -36.5% |
| 1Y | -43.2% | +50.4% | -93.6% | -51.3% |
| 3Y | +191.0% | +194.1% | -3.1% | +97.0% |
| 5Y | +69.3% | +775.2% | -705.9% | -18.4% |
| All | +202.0% | +791.2% | -589.2% | +45.6% |
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