+135.8%
IONQ vs USFD
+159.7%
-23.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -8.9% |
| 7D | -16.7% | +3.9% | -20.6% | -18.9% |
| 30D | -38.9% | +10.7% | -49.6% | -42.9% |
| 3M | -33.8% | +6.3% | -40.1% | -36.6% |
| 6M | -44.9% | +16.2% | -61.2% | -50.8% |
| YTD | -41.1% | +41.9% | -83.0% | -58.3% |
| 1Y | -52.3% | +44.2% | -96.5% | -66.7% |
| All | +135.8% | +159.7% | -23.9% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling