+191.0%
IONQ vs USAR
-19.7%
+210.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.8% | +12.6% | +20.7% |
| 7D | +8.6% | -14.5% | +23.1% | +13.2% |
| 30D | -21.1% | -37.8% | +16.7% | -11.3% |
| 3M | -17.9% | -52.8% | +34.9% | -1.6% |
| 6M | -37.9% | -71.2% | +33.3% | -17.9% |
| YTD | -27.3% | -30.9% | +3.6% | -17.7% |
| 1Y | -43.2% | -48.0% | +4.8% | -33.0% |
| 3Y | +191.0% | -19.7% | +210.7% | +196.8% |
| All | +191.0% | -19.7% | +210.7% | +196.8% |
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