-44.7%
IONQ vs USAR
-49.3%
+4.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.9% | +4.4% | +1.6% |
| 7D | -8.9% | -21.8% | +12.8% | +3.3% |
| 30D | -31.3% | -39.9% | +8.7% | -10.6% |
| 3M | -29.2% | -52.5% | +23.3% | +3.4% |
| 6M | -35.4% | -67.9% | +32.5% | +12.1% |
| YTD | -34.2% | -31.1% | -3.1% | -26.9% |
| 1Y | -44.7% | -49.8% | +5.2% | -27.9% |
| All | -44.7% | -49.3% | +4.6% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling