+265.9%
IONQ vs FLEX
+698.0%
-432.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.2% |
| 7D | +0.8% | -0.9% | +1.7% | +1.5% |
| 30D | -1.0% | -10.1% | +9.1% | +6.9% |
| 3M | -39.8% | -31.3% | -8.5% | -22.3% |
| 6M | +6.4% | +71.3% | -64.8% | -37.1% |
| YTD | -11.9% | +81.2% | -93.2% | -51.5% |
| 1Y | -6.2% | +98.5% | -104.6% | -53.1% |
| 3Y | +125.7% | +428.2% | -302.5% | -51.0% |
| 5Y | +296.0% | +657.3% | -361.3% | -38.4% |
| All | +265.9% | +698.0% | -432.1% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling