+77.4%
IONQ vs USAR
-26.7%
+104.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.5% | -1.0% | -8.2% |
| 7D | -16.7% | -29.5% | +12.8% | -9.3% |
| 30D | -38.9% | -46.0% | +7.1% | -29.2% |
| 3M | -33.8% | -56.8% | +23.0% | -19.2% |
| 6M | -44.9% | -72.9% | +28.0% | -26.1% |
| YTD | -41.1% | -37.6% | -3.4% | -31.8% |
| 1Y | -52.3% | -56.0% | +3.7% | -42.1% |
| 3Y | +128.2% | -27.5% | +155.8% | +201.7% |
| All | +77.4% | -26.7% | +104.1% | +172.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling