+52.8%
IONQ vs FLR
+93.7%
-40.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.3% | +20.1% | +21.3% |
| 7D | +8.6% | -0.8% | +9.4% | +9.9% |
| 30D | -21.1% | -9.1% | -12.0% | -15.4% |
| 3M | -17.9% | -4.7% | -13.2% | -15.1% |
| 6M | -37.9% | -14.2% | -23.7% | -32.0% |
| YTD | -27.3% | +17.3% | -44.6% | -35.3% |
| 1Y | -43.2% | +4.3% | -47.5% | -45.2% |
| 3Y | +191.0% | +30.7% | +160.2% | +134.9% |
| All | +52.8% | +93.7% | -40.9% | +4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling