+227.2%
IONQ vs FCEL
-96.8%
+324.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.6% | -0.3% | +5.5% |
| 7D | +25.5% | +3.0% | +22.4% | +24.8% |
| 30D | -11.4% | -40.0% | +28.6% | +4.8% |
| 3M | -20.5% | -47.0% | +26.6% | -4.4% |
| 6M | -28.2% | -21.0% | -7.2% | -32.0% |
| YTD | -21.2% | +48.0% | -69.3% | -43.0% |
| 1Y | -40.4% | +43.9% | -84.3% | -57.1% |
| 3Y | +214.7% | -67.5% | +282.2% | +199.4% |
| 5Y | +56.9% | -96.7% | +153.5% | +202.8% |
| All | +227.2% | -96.8% | +324.0% | +549.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling