-6.2%
IONQ vs USFD
+34.2%
-40.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.2% |
| 30D | -1.0% | +3.5% | -4.6% | -1.2% |
| 3M | -39.8% | +26.6% | -66.4% | -42.0% |
| 6M | +6.4% | +11.7% | -5.3% | +6.1% |
| YTD | -11.9% | +38.1% | -50.1% | -25.4% |
| 1Y | -6.2% | +33.4% | -39.5% | -19.7% |
| All | -6.2% | +34.2% | -40.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling