-40.1%
IONQ vs FLEX
-44.4%
+4.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.8% | -6.4% | -5.1% |
| 7D | +15.3% | +2.2% | +13.1% | +13.2% |
| 30D | -6.1% | -32.6% | +26.5% | +19.1% |
| 3M | -21.6% | -35.5% | +13.9% | +1.9% |
| 6M | -40.1% | -45.6% | +5.4% | -16.6% |
| All | -40.1% | -44.4% | +4.2% | -16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling