-36.2%
IONQ vs USAR
-50.4%
+14.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.5% | +1.8% | +4.8% |
| 7D | +25.5% | -1.1% | +26.5% | +26.8% |
| 30D | -11.4% | -30.3% | +18.8% | +7.5% |
| 3M | -20.5% | -54.7% | +34.2% | +19.7% |
| 6M | -28.2% | -67.5% | +39.3% | +24.2% |
| YTD | -21.2% | -26.4% | +5.1% | -15.8% |
| All | -36.2% | -50.4% | +14.2% | -17.0% |
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 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