-36.4%
IONQ vs FROG
+85.3%
-121.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -7.6% |
| 7D | -11.5% | +12.5% | -24.0% | -16.0% |
| 30D | -8.1% | +23.5% | -31.6% | -17.3% |
| 3M | -35.8% | +19.4% | -55.2% | -41.5% |
| 6M | -47.7% | +77.0% | -124.7% | -57.1% |
| YTD | -35.6% | +81.9% | -117.5% | -50.5% |
| 1Y | -36.4% | +90.7% | -127.1% | -50.2% |
| All | -36.4% | +85.3% | -121.7% | -50.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling