+108.3%
IONQ vs USAR
+73.0%
+35.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +0.8% | -2.1% | +2.9% | +1.3% |
| 30D | -1.0% | +2.6% | -3.6% | -1.3% |
| 3M | -39.8% | -35.0% | -4.8% | -34.0% |
| 6M | +6.4% | -6.9% | +13.3% | +8.7% |
| YTD | -11.9% | +48.0% | -59.9% | -16.8% |
| 1Y | -6.2% | +24.8% | -31.0% | -7.2% |
| All | +108.3% | +73.0% | +35.3% | +143.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling