+128.6%
IONQ vs USAR
-18.3%
+146.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.4% | -7.0% | -3.7% |
| 7D | +15.3% | +0.8% | +14.5% | +15.4% |
| 30D | -6.1% | -30.1% | +24.0% | +2.5% |
| 3M | -21.6% | -56.3% | +34.7% | -4.7% |
| 6M | -40.1% | -68.6% | +28.4% | -22.2% |
| YTD | -24.1% | -30.5% | +6.5% | -14.3% |
| 1Y | -37.4% | -53.5% | +16.1% | -25.4% |
| 3Y | +219.5% | -19.3% | +238.8% | +312.1% |
| All | +128.6% | -18.3% | +146.9% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling