+228.2%
IONQ vs FLEX
+293.2%
-65.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | +0.7% |
| 7D | +16.7% | -13.6% | +30.3% | +27.4% |
| 30D | -12.3% | -36.5% | +24.2% | +16.2% |
| 3M | -17.7% | -36.4% | +18.7% | +8.3% |
| 6M | -28.9% | -46.5% | +17.5% | +3.3% |
| YTD | -22.0% | +25.9% | -48.0% | -45.5% |
| 1Y | -36.8% | +19.6% | -56.4% | -54.0% |
| 3Y | +228.2% | +287.0% | -58.8% | -16.2% |
| All | +228.2% | +293.2% | -65.0% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling