+224.0%
IONQ vs FLUT
-62.2%
+286.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.6% | -1.2% |
| 7D | +16.7% | -1.5% | +18.1% | +17.2% |
| 30D | -12.3% | +3.4% | -15.7% | -14.2% |
| 3M | -17.7% | -12.5% | -5.3% | -15.2% |
| 6M | -28.9% | -18.5% | -10.5% | -26.7% |
| YTD | -22.0% | -61.6% | +39.6% | +14.6% |
| 1Y | -36.8% | -64.1% | +27.3% | -4.0% |
| 3Y | +228.2% | -44.5% | +272.7% | +299.7% |
| 5Y | +91.9% | -51.3% | +143.2% | +119.1% |
| All | +224.0% | -62.2% | +286.2% | +270.5% |
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