+202.0%
IONQ vs FTV
+25.2%
+176.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +8.6% | +0.2% | +8.4% | +8.4% |
| 30D | -21.1% | +15.7% | -36.8% | -31.7% |
| 3M | -17.9% | +7.5% | -25.4% | -23.8% |
| 6M | -37.9% | +8.5% | -46.4% | -44.5% |
| YTD | -27.3% | +18.8% | -46.1% | -43.1% |
| 1Y | -43.2% | +28.5% | -71.7% | -59.9% |
| 3Y | +191.0% | +34.0% | +157.0% | +105.4% |
| 5Y | +69.3% | +12.6% | +56.7% | +25.1% |
| All | +202.0% | +25.2% | +176.8% | +128.4% |
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