+227.2%
IONQ vs USFR
+21.4%
+205.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | 0.0% | +8.3% | +8.3% |
| 7D | +25.5% | +0.1% | +25.4% | +25.1% |
| 30D | -11.4% | +0.4% | -11.8% | -12.9% |
| 3M | -20.5% | +1.1% | -21.5% | -24.6% |
| 6M | -28.2% | +2.0% | -30.2% | -36.1% |
| YTD | -21.2% | +3.4% | -24.6% | -36.5% |
| 1Y | -40.4% | +4.1% | -44.5% | -54.3% |
| 3Y | +214.7% | +14.3% | +200.4% | +66.6% |
| 5Y | +56.9% | +21.3% | +35.6% | -44.2% |
| All | +227.2% | +21.4% | +205.9% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling