+108.3%
IONQ vs USFD
+156.9%
-48.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.5% |
| 7D | +0.8% | -3.0% | +3.8% | +2.6% |
| 30D | -1.0% | +3.5% | -4.6% | -3.2% |
| 3M | -39.8% | +26.6% | -66.4% | -49.5% |
| 6M | +6.4% | +11.7% | -5.3% | -2.5% |
| YTD | -11.9% | +38.1% | -50.1% | -36.1% |
| 1Y | -6.2% | +33.4% | -39.5% | -29.7% |
| All | +108.3% | +156.9% | -48.6% | -5.9% |
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 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