+202.0%
IONQ vs USFD
+219.3%
-17.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.5% |
| 7D | +8.6% | +3.0% | +5.6% | +5.9% |
| 30D | -21.1% | +11.1% | -32.2% | -27.0% |
| 3M | -17.9% | -0.3% | -17.6% | -18.4% |
| 6M | -37.9% | +15.9% | -53.8% | -45.3% |
| YTD | -27.3% | +41.6% | -68.9% | -46.7% |
| 1Y | -43.2% | +49.4% | -92.6% | -59.9% |
| 3Y | +191.0% | +157.8% | +33.1% | +40.1% |
| 5Y | +69.3% | +176.6% | -107.4% | -27.6% |
| All | +202.0% | +219.3% | -17.2% | +25.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling