-43.2%
IONQ vs FROG
+118.5%
-161.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +35.3% | -11.9% | +9.5% |
| 7D | +8.6% | +7.0% | +1.6% | +4.2% |
| 30D | -21.1% | +2.9% | -24.0% | -23.2% |
| 3M | -17.9% | +21.6% | -39.5% | -23.8% |
| 6M | -37.9% | +87.7% | -125.6% | -48.2% |
| YTD | -27.3% | +61.7% | -89.0% | -40.3% |
| 1Y | -43.2% | +113.7% | -156.9% | -55.8% |
| All | -43.2% | +118.5% | -161.7% | -55.8% |
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