+167.4%
IONQ vs FLUT
-62.8%
+230.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.0% |
| 7D | -11.5% | -0.7% | -10.8% | -11.1% |
| 30D | -8.1% | +9.3% | -17.3% | -12.3% |
| 3M | -35.8% | -17.5% | -18.3% | -32.0% |
| 6M | -47.7% | -14.6% | -33.1% | -47.0% |
| YTD | -35.6% | -62.3% | +26.6% | -4.7% |
| 1Y | -36.4% | -59.6% | +23.2% | -8.9% |
| 3Y | +150.0% | -45.3% | +195.3% | +206.6% |
| 5Y | +43.3% | -50.4% | +93.7% | +64.8% |
| All | +167.4% | -62.8% | +230.3% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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