+167.4%
IONQ vs FROG
+82.2%
+85.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -7.9% |
| 7D | -11.5% | +12.5% | -24.0% | -17.2% |
| 30D | -8.1% | +23.5% | -31.6% | -18.9% |
| 3M | -35.8% | +19.4% | -55.2% | -42.6% |
| 6M | -47.7% | +77.0% | -124.7% | -62.7% |
| YTD | -35.6% | +81.9% | -117.5% | -58.1% |
| 1Y | -36.4% | +90.7% | -127.1% | -59.8% |
| 3Y | +150.0% | +328.5% | -178.5% | -19.1% |
| 5Y | +43.3% | +207.0% | -163.7% | -48.8% |
| All | +167.4% | +82.2% | +85.2% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FROG.
Daily Out/Under-Performance
Portfolio return minus FROG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FROG 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 10y: compounded portfolio wealth divided by compounded FROG 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…
10y analysis · Full analysis span regression · 6 months rolling