+52.8%
IONQ vs FROG
+160.8%
-108.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +35.3% | -11.9% | +3.2% |
| 7D | +8.6% | +7.0% | +1.6% | +3.6% |
| 30D | -21.1% | +2.9% | -24.0% | -23.0% |
| 3M | -17.9% | +21.6% | -39.5% | -27.9% |
| 6M | -37.9% | +87.7% | -125.6% | -59.4% |
| YTD | -27.3% | +61.7% | -89.0% | -51.1% |
| 1Y | -43.2% | +113.7% | -156.9% | -69.3% |
| 3Y | +191.0% | +267.7% | -76.7% | -13.5% |
| All | +52.8% | +160.8% | -108.0% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling