+224.0%
IONQ vs FLEX
+454.5%
-230.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.9% |
| 7D | +16.7% | -13.6% | +30.3% | +28.3% |
| 30D | -12.3% | -36.5% | +24.2% | +18.6% |
| 3M | -17.7% | -36.4% | +18.7% | +10.4% |
| 6M | -28.9% | -46.5% | +17.5% | +6.0% |
| YTD | -22.0% | +25.9% | -48.0% | -46.1% |
| 1Y | -36.8% | +19.6% | -56.4% | -54.4% |
| 3Y | +228.2% | +287.0% | -58.8% | -13.6% |
| 5Y | +91.9% | +466.6% | -374.7% | -63.2% |
| All | +224.0% | +454.5% | -230.5% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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