+126.0%
IONQ vs FCEL
-64.7%
+190.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.8% |
| 7D | +0.8% | -15.8% | +16.6% | +4.9% |
| 30D | -1.0% | -29.3% | +28.3% | +7.6% |
| 3M | -39.8% | -30.1% | -9.7% | -37.8% |
| 6M | +6.4% | +74.4% | -68.0% | -18.3% |
| YTD | -11.9% | +104.5% | -116.4% | -35.2% |
| 1Y | -6.2% | +281.4% | -287.5% | -41.1% |
| All | +126.0% | -64.7% | +190.6% | +141.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling