-44.7%
IONQ vs FCEL
+32.6%
-77.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.0% | +4.5% | +0.2% |
| 7D | -8.9% | -14.9% | +6.0% | -4.5% |
| 30D | -31.3% | -41.7% | +10.4% | -20.1% |
| 3M | -29.2% | -53.2% | +24.0% | -13.9% |
| 6M | -35.4% | -19.0% | -16.4% | -39.0% |
| YTD | -34.2% | +44.2% | -78.4% | -53.2% |
| 1Y | -44.7% | +42.4% | -87.1% | -61.8% |
| All | -44.7% | +32.6% | -77.2% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 1y: compounded portfolio wealth divided by compounded FCEL 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…
1y analysis · Full analysis span regression · 6 months rolling