-17.9%
IONQ vs USAR
-50.3%
+32.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.8% | +12.6% | +14.6% |
| 7D | +8.6% | -14.5% | +23.1% | +20.8% |
| 30D | -21.1% | -37.8% | +16.7% | +11.0% |
| 3M | -17.9% | -52.8% | +34.9% | +37.4% |
| All | -17.9% | -50.3% | +32.4% | +37.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling