+214.7%
IONQ vs FROG
+307.0%
-92.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +7.1% | +1.2% | +5.2% |
| 7D | +25.5% | +27.1% | -1.7% | +12.8% |
| 30D | -11.4% | +5.8% | -17.2% | -14.2% |
| 3M | -20.5% | +20.8% | -41.3% | -27.3% |
| 6M | -28.2% | +53.3% | -81.6% | -40.5% |
| YTD | -21.2% | +73.2% | -94.4% | -40.5% |
| 1Y | -40.4% | +80.3% | -120.7% | -55.8% |
| 3Y | +214.7% | +318.3% | -103.6% | +14.5% |
| All | +214.7% | +307.0% | -92.3% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling