+265.9%
IONQ vs FCEL
-95.6%
+361.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.7% |
| 7D | +0.8% | -15.8% | +16.6% | +5.9% |
| 30D | -1.0% | -29.3% | +28.3% | +9.7% |
| 3M | -39.8% | -30.1% | -9.7% | -38.0% |
| 6M | +6.4% | +74.4% | -68.0% | -25.5% |
| YTD | -11.9% | +104.5% | -116.4% | -41.8% |
| 1Y | -6.2% | +281.4% | -287.5% | -51.7% |
| 3Y | +125.7% | -66.1% | +191.8% | +116.1% |
| 5Y | +296.0% | -91.9% | +387.8% | +540.9% |
| All | +265.9% | -95.6% | +361.5% | +562.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling