-37.4%
IONQ vs USFR
+4.1%
-41.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +15.3% | +0.1% | +15.2% | +18.2% |
| 30D | -6.1% | +0.4% | -6.5% | +5.6% |
| 3M | -21.6% | +1.1% | -22.7% | +6.4% |
| 6M | -40.1% | +2.1% | -42.2% | -5.9% |
| YTD | -24.1% | +3.4% | -27.5% | -10.5% |
| 1Y | -37.4% | +4.1% | -41.5% | -54.2% |
| All | -37.4% | +4.1% | -41.5% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling