+137.2%
IONQ vs USAR
-13.4%
+150.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +6.7% |
| 7D | +25.5% | -1.1% | +26.5% | +26.2% |
| 30D | -11.4% | -30.3% | +18.8% | -3.1% |
| 3M | -20.5% | -54.7% | +34.2% | -4.1% |
| 6M | -28.2% | -67.5% | +39.3% | -7.5% |
| YTD | -21.2% | -26.4% | +5.1% | -12.2% |
| 1Y | -40.4% | -49.5% | +9.2% | -30.0% |
| 3Y | +214.7% | -14.5% | +229.1% | +300.8% |
| All | +137.2% | -13.4% | +150.6% | +251.0% |
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