+274.7%
IONQ vs FTV
+8.2%
+266.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +3.1% |
| 7D | +7.1% | -0.4% | +7.5% | +7.5% |
| 30D | -8.9% | -8.3% | -0.6% | -1.0% |
| 3M | -35.6% | -7.4% | -28.2% | -32.1% |
| 6M | +13.3% | -1.2% | +14.5% | +9.8% |
| YTD | -9.8% | +2.7% | -12.5% | -18.4% |
| 1Y | -1.3% | +18.4% | -19.8% | -25.6% |
| 3Y | +109.3% | -2.0% | +111.3% | +105.2% |
| 5Y | +304.7% | +3.4% | +301.3% | +244.0% |
| All | +274.7% | +8.2% | +266.5% | +227.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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