+91.9%
IONQ vs FROG
+170.5%
-78.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | +1.4% |
| 7D | +16.7% | +17.0% | -0.3% | +6.0% |
| 30D | -12.3% | +1.3% | -13.6% | -13.6% |
| 3M | -17.7% | +17.5% | -35.2% | -26.4% |
| 6M | -28.9% | +46.8% | -75.7% | -44.9% |
| YTD | -22.0% | +65.8% | -87.8% | -48.1% |
| 1Y | -36.8% | +61.0% | -97.8% | -57.1% |
| 3Y | +228.2% | +296.7% | -68.5% | -6.3% |
| 5Y | +91.9% | +177.8% | -85.9% | -1.3% |
| All | +91.9% | +170.5% | -78.6% | -1.3% |
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 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