+265.9%
IONQ vs FLR
+249.9%
+16.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.5% |
| 7D | +0.8% | +5.4% | -4.6% | -2.1% |
| 30D | -1.0% | +11.4% | -12.4% | -6.6% |
| 3M | -39.8% | +11.4% | -51.2% | -42.9% |
| 6M | +6.4% | +16.6% | -10.2% | -2.6% |
| YTD | -11.9% | +41.7% | -53.6% | -27.3% |
| 1Y | -6.2% | +35.4% | -41.6% | -20.5% |
| 3Y | +125.7% | +57.3% | +68.4% | +77.9% |
| 5Y | +296.0% | +241.0% | +55.0% | +160.2% |
| All | +265.9% | +249.9% | +16.0% | +135.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling