+150.0%
IONQ vs FWONK
+60.8%
+89.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.3% |
| 7D | -11.5% | +2.5% | -14.0% | -12.0% |
| 30D | -8.1% | +20.0% | -28.0% | -13.6% |
| 3M | -35.8% | +5.2% | -41.0% | -36.8% |
| 6M | -47.7% | +18.7% | -66.4% | -51.3% |
| YTD | -35.6% | +10.7% | -46.3% | -38.0% |
| 1Y | -36.4% | +8.2% | -44.6% | -37.8% |
| 3Y | +150.0% | +64.6% | +85.5% | +98.9% |
| All | +150.0% | +60.8% | +89.3% | +98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling