+93.8%
IONQ vs USAR
-19.4%
+113.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.7% |
| 7D | -11.5% | -0.8% | -10.7% | -11.4% |
| 30D | -8.1% | -20.9% | +12.8% | -2.5% |
| 3M | -35.8% | -56.2% | +20.4% | -21.9% |
| 6M | -47.7% | -67.9% | +20.2% | -32.3% |
| YTD | -35.6% | -31.4% | -4.2% | -27.1% |
| 1Y | -36.4% | -45.1% | +8.7% | -25.5% |
| 3Y | +150.0% | -20.3% | +170.4% | +223.6% |
| All | +93.8% | -19.4% | +113.2% | +191.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling