-36.4%
IONQ vs FLUT
-63.2%
+26.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -6.4% |
| 7D | -11.5% | -0.7% | -10.8% | -11.4% |
| 30D | -8.1% | +9.3% | -17.3% | -9.1% |
| 3M | -35.8% | -17.5% | -18.3% | -34.7% |
| 6M | -47.7% | -14.6% | -33.1% | -48.4% |
| YTD | -35.6% | -62.3% | +26.6% | -20.0% |
| 1Y | -36.4% | -59.6% | +23.2% | -21.3% |
| All | -36.4% | -63.2% | +26.8% | -21.3% |
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