+56.9%
IONQ vs USFD
+204.0%
-147.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +6.0% |
| 7D | +25.5% | +3.9% | +21.5% | +21.3% |
| 30D | -11.4% | +12.8% | -24.2% | -19.9% |
| 3M | -20.5% | +1.0% | -21.4% | -21.8% |
| 6M | -28.2% | +30.3% | -58.5% | -43.9% |
| YTD | -21.2% | +46.0% | -67.2% | -47.1% |
| 1Y | -40.4% | +49.6% | -90.0% | -60.7% |
| 3Y | +214.7% | +166.3% | +48.4% | +22.3% |
| 5Y | +56.9% | +208.4% | -151.5% | -50.5% |
| All | +56.9% | +204.0% | -147.1% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling