-13.3%
IONQ vs FLR
+33.3%
-46.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -3.6% |
| 7D | +1.3% | -3.1% | +4.5% | +3.6% |
| 30D | -10.3% | +4.9% | -15.3% | -13.1% |
| 3M | -32.7% | +10.8% | -43.5% | -37.4% |
| 6M | +6.3% | +19.7% | -13.3% | -7.8% |
| YTD | -15.0% | +38.4% | -53.4% | -36.4% |
| 1Y | -13.3% | +34.7% | -48.0% | -30.8% |
| All | -13.3% | +33.3% | -46.7% | -30.8% |
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