+215.4%
IONQ vs FCEL
-96.8%
+312.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -4.8% |
| 7D | +15.3% | +3.9% | +11.4% | +14.2% |
| 30D | -6.1% | -33.1% | +27.0% | +7.0% |
| 3M | -21.6% | -43.0% | +21.4% | -8.1% |
| 6M | -40.1% | -31.3% | -8.8% | -40.8% |
| YTD | -24.1% | +49.8% | -73.9% | -45.3% |
| 1Y | -37.4% | +48.2% | -85.6% | -55.5% |
| 3Y | +219.5% | -64.6% | +284.1% | +192.8% |
| 5Y | +76.9% | -96.7% | +173.7% | +240.6% |
| All | +215.4% | -96.8% | +312.1% | +522.3% |
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