+227.2%
IONQ vs FLUT
-62.5%
+289.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +8.0% | +8.2% |
| 7D | +25.5% | -6.5% | +31.9% | +28.5% |
| 30D | -11.4% | +2.8% | -14.2% | -13.1% |
| 3M | -20.5% | -13.5% | -7.0% | -17.6% |
| 6M | -28.2% | -19.0% | -9.3% | -25.8% |
| YTD | -21.2% | -61.9% | +40.6% | +16.0% |
| 1Y | -40.4% | -63.2% | +22.9% | -10.7% |
| 3Y | +214.7% | -46.0% | +260.7% | +288.4% |
| 5Y | +56.9% | -51.8% | +108.6% | +79.6% |
| All | +227.2% | -62.5% | +289.7% | +275.2% |
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