+202.0%
IONQ vs FLUT
-62.6%
+264.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.5% | +25.0% | +24.0% |
| 7D | +8.6% | -1.1% | +9.7% | +8.3% |
| 30D | -21.1% | +7.7% | -28.8% | -24.4% |
| 3M | -17.9% | -12.2% | -5.7% | -15.4% |
| 6M | -37.9% | -17.6% | -20.4% | -36.5% |
| YTD | -27.3% | -62.0% | +34.7% | +7.2% |
| 1Y | -43.2% | -62.3% | +19.1% | -16.0% |
| 3Y | +191.0% | -52.0% | +242.9% | +277.5% |
| 5Y | +69.3% | -51.8% | +121.0% | +94.0% |
| All | +202.0% | -62.6% | +264.6% | +246.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling