+202.0%
IONQ vs FROG
+62.0%
+140.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +35.3% | -11.9% | +4.5% |
| 7D | +8.6% | +7.0% | +1.6% | +4.0% |
| 30D | -21.1% | +2.9% | -24.0% | -22.8% |
| 3M | -17.9% | +21.6% | -39.5% | -27.1% |
| 6M | -37.9% | +87.7% | -125.6% | -58.0% |
| YTD | -27.3% | +61.7% | -89.0% | -49.4% |
| 1Y | -43.2% | +113.7% | -156.9% | -67.5% |
| 3Y | +191.0% | +267.7% | -76.7% | +3.0% |
| 5Y | +69.3% | +158.8% | -89.5% | -34.3% |
| All | +202.0% | +62.0% | +140.1% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling