-44.9%
IONQ vs USFD
+16.9%
-61.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.8% | -7.7% | -10.5% |
| 7D | -16.7% | +3.9% | -20.6% | -16.4% |
| 30D | -38.9% | +10.7% | -49.6% | -39.0% |
| 3M | -33.8% | +6.3% | -40.1% | -32.8% |
| 6M | -44.9% | +16.2% | -61.2% | -38.3% |
| All | -44.9% | +16.9% | -61.8% | -38.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling