+274.7%
IONQ vs USFR
+20.5%
+254.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.2% |
| 7D | +7.1% | +0.1% | +7.1% | +6.8% |
| 30D | -8.9% | +0.3% | -9.2% | -10.5% |
| 3M | -35.6% | +1.0% | -36.5% | -39.2% |
| 6M | +13.3% | +1.9% | +11.3% | 0.0% |
| YTD | -9.8% | +2.7% | -12.5% | -24.6% |
| 1Y | -1.3% | +4.0% | -5.3% | -25.7% |
| 3Y | +109.3% | +14.0% | +95.2% | +13.6% |
| 5Y | +304.7% | +20.4% | +284.3% | +49.5% |
| All | +274.7% | +20.5% | +254.3% | +39.9% |
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