+185.7%
IONQ vs USFR
+21.4%
+164.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | +16.8% | +0.1% | +16.7% | +16.5% |
| 30D | -11.1% | +0.4% | -11.5% | -12.7% |
| 3M | -31.7% | +1.0% | -32.8% | -35.2% |
| 6M | -44.8% | +2.0% | -46.8% | -50.8% |
| YTD | -31.2% | +3.4% | -34.7% | -44.6% |
| 1Y | -39.1% | +4.1% | -43.2% | -53.3% |
| 3Y | +189.5% | +14.4% | +175.1% | +52.9% |
| 5Y | +53.2% | +21.4% | +31.8% | -45.6% |
| All | +185.7% | +21.4% | +164.3% | +2.7% |
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