+294.8%
IONQ vs FLUT
-50.4%
+345.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.3% |
| 7D | +0.8% | -1.6% | +2.5% | +1.5% |
| 30D | -1.0% | +7.7% | -8.8% | -5.2% |
| 3M | -39.8% | -0.7% | -39.1% | -41.4% |
| 6M | +6.4% | -11.2% | +17.6% | +8.3% |
| YTD | -11.9% | -53.4% | +41.5% | +24.6% |
| 1Y | -6.2% | -65.8% | +59.6% | +55.5% |
| 3Y | +125.7% | -44.9% | +170.6% | +183.9% |
| All | +294.8% | -50.4% | +345.2% | +306.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling