+173.5%
IONQ vs USFD
+229.0%
-55.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.5% | -10.0% | -6.9% |
| 7D | -8.9% | +7.8% | -16.8% | -14.0% |
| 30D | -31.3% | +16.2% | -47.4% | -38.3% |
| 3M | -29.2% | +11.0% | -40.2% | -34.8% |
| 6M | -35.4% | +20.7% | -56.2% | -44.7% |
| YTD | -34.2% | +46.0% | -80.1% | -52.7% |
| 1Y | -44.7% | +49.8% | -94.4% | -61.0% |
| 3Y | +155.1% | +167.3% | -12.2% | +19.7% |
| 5Y | +79.8% | +197.2% | -117.4% | -25.4% |
| All | +173.5% | +229.0% | -55.5% | +11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling