-44.7%
IONQ vs USFD
+49.6%
-94.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.5% | -10.0% | -2.4% |
| 7D | -8.9% | +7.8% | -16.8% | -9.9% |
| 30D | -31.3% | +16.2% | -47.4% | -32.9% |
| 3M | -29.2% | +11.0% | -40.2% | -30.0% |
| 6M | -35.4% | +20.7% | -56.2% | -36.5% |
| YTD | -34.2% | +46.0% | -80.1% | -48.4% |
| 1Y | -44.7% | +49.8% | -94.4% | -57.8% |
| All | -44.7% | +49.6% | -94.3% | -57.8% |
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