+215.4%
IONQ vs FLUT
-60.8%
+276.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.6% | -6.3% | -4.1% |
| 7D | +15.3% | +4.5% | +10.8% | +12.9% |
| 30D | -6.1% | +9.2% | -15.3% | -10.3% |
| 3M | -21.6% | -13.7% | -7.9% | -18.6% |
| 6M | -40.1% | -9.0% | -31.1% | -41.0% |
| YTD | -24.1% | -60.2% | +36.2% | +9.9% |
| 1Y | -37.4% | -63.1% | +25.7% | -6.0% |
| 3Y | +219.5% | -42.5% | +262.0% | +283.3% |
| 5Y | +76.9% | -47.6% | +124.5% | +98.9% |
| All | +215.4% | -60.8% | +276.2% | +255.2% |
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 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