+202.0%
IONQ vs FLEX
+408.5%
-206.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.6% | +18.9% | +20.2% |
| 7D | +8.6% | -19.3% | +27.9% | +25.6% |
| 30D | -21.1% | -41.5% | +20.4% | +13.2% |
| 3M | -17.9% | -43.1% | +25.2% | +19.2% |
| 6M | -37.9% | -48.2% | +10.3% | -5.2% |
| YTD | -27.3% | +15.5% | -42.8% | -46.5% |
| 1Y | -43.2% | +10.2% | -53.4% | -56.7% |
| 3Y | +191.0% | +256.8% | -65.8% | -18.9% |
| 5Y | +69.3% | +408.2% | -338.9% | -65.3% |
| All | +202.0% | +408.5% | -206.4% | -38.5% |
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