+265.9%
IONQ vs FTV
+9.1%
+256.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +2.2% |
| 7D | +0.8% | -4.5% | +5.3% | +5.5% |
| 30D | -1.0% | -7.1% | +6.0% | +6.3% |
| 3M | -39.8% | -7.2% | -32.6% | -36.7% |
| 6M | +6.4% | -1.5% | +7.9% | +3.6% |
| YTD | -11.9% | +3.5% | -15.4% | -20.9% |
| 1Y | -6.2% | +20.3% | -26.5% | -30.4% |
| 3Y | +125.7% | -3.1% | +128.8% | +122.9% |
| 5Y | +296.0% | +2.3% | +293.6% | +233.4% |
| All | +265.9% | +9.1% | +256.9% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling