+265.9%
IONQ vs FLUT
-54.2%
+320.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +2.2% |
| 7D | +0.8% | -1.6% | +2.5% | +1.5% |
| 30D | -1.0% | +7.7% | -8.8% | -4.9% |
| 3M | -39.8% | -0.7% | -39.1% | -41.2% |
| 6M | +6.4% | -11.2% | +17.6% | +8.2% |
| YTD | -11.9% | -53.4% | +41.5% | +21.3% |
| 1Y | -6.2% | -65.8% | +59.6% | +49.4% |
| 3Y | +125.7% | -44.9% | +170.6% | +181.3% |
| 5Y | +296.0% | -49.7% | +345.7% | +326.1% |
| All | +265.9% | -54.2% | +320.1% | +292.2% |
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