-44.7%
IONQ vs FLR
+2.5%
-47.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.0% |
| 7D | -8.9% | +1.4% | -10.3% | -9.6% |
| 30D | -31.3% | -5.9% | -25.3% | -28.1% |
| 3M | -29.2% | -7.6% | -21.6% | -25.7% |
| 6M | -35.4% | -9.3% | -26.1% | -32.1% |
| YTD | -34.2% | +20.1% | -54.3% | -48.2% |
| 1Y | -44.7% | +3.0% | -47.7% | -48.0% |
| All | -44.7% | +2.5% | -47.2% | -48.0% |
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