+294.8%
IONQ vs USFD
+215.8%
+79.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.6% |
| 7D | +0.8% | -3.0% | +3.8% | +3.0% |
| 30D | -1.0% | +3.5% | -4.6% | -3.8% |
| 3M | -39.8% | +26.6% | -66.4% | -51.0% |
| 6M | +6.4% | +11.7% | -5.3% | -4.8% |
| YTD | -11.9% | +38.1% | -50.1% | -36.9% |
| 1Y | -6.2% | +33.4% | -39.5% | -30.7% |
| 3Y | +125.7% | +155.8% | -30.1% | -5.2% |
| All | +294.8% | +215.8% | +79.0% | +35.7% |
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