+265.9%
IONQ vs FROG
+40.5%
+225.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FROG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.6% | +3.0% |
| 7D | +0.8% | -11.3% | +12.1% | +7.1% |
| 30D | -1.0% | +3.6% | -4.7% | -3.3% |
| 3M | -39.8% | +1.7% | -41.5% | -40.9% |
| 6M | +6.4% | +123.5% | -117.1% | -35.2% |
| YTD | -11.9% | +40.2% | -52.2% | -33.2% |
| 1Y | -6.2% | +81.0% | -87.1% | -40.6% |
| 3Y | +125.7% | +194.8% | -69.1% | -8.7% |
| 5Y | +296.0% | +131.8% | +164.2% | +64.8% |
| All | +265.9% | +40.5% | +225.4% | +66.4% |
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