+150.0%
IONQ vs FLR
+35.7%
+114.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.6% |
| 7D | -11.5% | +5.4% | -16.8% | -14.6% |
| 30D | -8.1% | +2.8% | -10.9% | -9.1% |
| 3M | -35.8% | -6.4% | -29.4% | -32.2% |
| 6M | -47.7% | +8.8% | -56.5% | -50.3% |
| YTD | -35.6% | +23.6% | -59.2% | -46.4% |
| 1Y | -36.4% | +13.8% | -50.2% | -43.3% |
| 3Y | +150.0% | +36.5% | +113.6% | +60.8% |
| All | +150.0% | +35.7% | +114.4% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling