-37.4%
IONQ vs FLUT
-62.9%
+25.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -2.9% |
| 7D | +15.3% | +4.5% | +10.8% | +14.8% |
| 30D | -6.1% | +9.2% | -15.3% | -7.3% |
| 3M | -21.6% | -13.7% | -7.9% | -20.0% |
| 6M | -40.1% | -9.0% | -31.1% | -41.3% |
| YTD | -24.1% | -60.2% | +36.2% | +5.1% |
| 1Y | -37.4% | -63.1% | +25.7% | -8.9% |
| All | -37.4% | -62.9% | +25.5% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling