+227.2%
IONQ vs FLR
+213.6%
+13.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.3% | +0.1% | +3.9% |
| 7D | +25.5% | +8.5% | +16.9% | +20.8% |
| 30D | -11.4% | -0.7% | -10.7% | -10.4% |
| 3M | -20.5% | -11.7% | -8.8% | -14.7% |
| 6M | -28.2% | +16.2% | -44.4% | -32.8% |
| YTD | -21.2% | +27.0% | -48.2% | -30.8% |
| 1Y | -40.4% | +10.1% | -50.5% | -43.4% |
| 3Y | +214.7% | +46.2% | +168.5% | +160.3% |
| 5Y | +56.9% | +121.4% | -64.6% | +14.5% |
| All | +227.2% | +213.6% | +13.6% | +124.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling