-36.8%
IONQ vs USAR
-55.1%
+18.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | +4.3% |
| 7D | +16.7% | -9.1% | +25.7% | +23.2% |
| 30D | -12.3% | -36.9% | +24.7% | +12.1% |
| 3M | -17.7% | -58.4% | +40.7% | +29.4% |
| 6M | -28.9% | -70.6% | +41.7% | +29.5% |
| YTD | -22.0% | -33.4% | +11.4% | -12.2% |
| 1Y | -36.8% | -54.0% | +17.2% | -13.4% |
| All | -36.8% | -55.1% | +18.3% | -13.4% |
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