Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • IONQ vs FLR✓SelectedUSD · FLRIONQ vs FLR performance historyLatest closeAs of+1.28%09/04
Stock and ETF performance explorer

IONQ vs FLR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-6.2%
FLR return
+31.2%
Excess return
-37.4%
Maximum drawdown
-67.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioFLRExcessAlpha
1D+1.3%-2.3%+3.6%+2.8%
7D+0.8%+5.4%-4.6%-2.9%
30D-1.0%+11.4%-12.4%-8.4%
3M-39.8%+11.4%-51.2%-44.0%
6M+6.4%+16.6%-10.2%-6.0%
YTD-11.9%+41.7%-53.6%-35.1%
1Y-6.2%+35.4%-41.6%-25.8%
All-6.2%+31.2%-37.4%-25.8%

Cumulative growth

Daily Returns

Daily percentage return beside FLR.

Daily Out/Under-Performance

Portfolio return minus FLR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…

1y analysis · Full analysis span regression · 6 months rolling