+240.3%
IONQ vs FWONK
+132.9%
+107.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -7.0% | +0.1% | -7.1% | -7.1% |
| 30D | -18.7% | -7.7% | -11.0% | -14.5% |
| 3M | -36.6% | +5.7% | -42.3% | -39.9% |
| 6M | +7.2% | +13.5% | -6.2% | -4.9% |
| YTD | -18.1% | -3.0% | -15.1% | -19.5% |
| 1Y | -21.9% | -6.4% | -15.5% | -20.8% |
| 3Y | +86.7% | +43.8% | +42.9% | +27.4% |
| 5Y | +267.5% | +98.6% | +168.9% | +127.1% |
| All | +240.3% | +132.9% | +107.4% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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