+45.7%
IONQ vs USFD
+215.4%
-169.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.6% |
| 7D | -11.5% | +1.7% | -13.1% | -12.4% |
| 30D | -8.1% | +10.2% | -18.2% | -15.3% |
| 3M | -35.8% | -1.5% | -34.3% | -35.6% |
| 6M | -47.7% | +27.3% | -75.1% | -58.4% |
| YTD | -35.6% | +44.0% | -79.6% | -56.5% |
| 1Y | -36.4% | +50.4% | -86.7% | -58.6% |
| 3Y | +150.0% | +153.6% | -3.5% | +0.3% |
| All | +45.7% | +215.4% | -169.7% | -54.5% |
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