+294.8%
IONQ vs FCEL
-91.9%
+386.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | +0.8% | -15.8% | +16.6% | +6.4% |
| 30D | -1.0% | -29.3% | +28.3% | +10.8% |
| 3M | -39.8% | -30.1% | -9.7% | -38.1% |
| 6M | +6.4% | +74.4% | -68.0% | -29.3% |
| YTD | -11.9% | +104.5% | -116.4% | -45.3% |
| 1Y | -6.2% | +281.4% | -287.5% | -56.6% |
| 3Y | +125.7% | -66.1% | +191.8% | +118.4% |
| All | +294.8% | -91.9% | +386.7% | +710.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling