+215.4%
IONQ vs USFD
+228.5%
-13.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +15.3% | -0.2% | +15.5% | +15.7% |
| 30D | -6.1% | +12.3% | -18.4% | -13.6% |
| 3M | -21.6% | -0.7% | -20.9% | -21.8% |
| 6M | -40.1% | +31.3% | -71.4% | -51.6% |
| YTD | -24.1% | +45.7% | -69.8% | -45.3% |
| 1Y | -37.4% | +52.1% | -89.5% | -56.2% |
| 3Y | +219.5% | +158.2% | +61.3% | +54.2% |
| 5Y | +76.9% | +213.8% | -136.8% | -26.8% |
| All | +215.4% | +228.5% | -13.1% | +28.9% |
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