+191.0%
IONQ vs USFR
+14.4%
+176.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.2% |
| 7D | +8.6% | +0.1% | +8.5% | +7.5% |
| 30D | -21.1% | +0.4% | -21.5% | -24.5% |
| 3M | -17.9% | +1.1% | -18.9% | -27.8% |
| 6M | -37.9% | +2.1% | -40.0% | -54.6% |
| YTD | -27.3% | +3.4% | -30.7% | -61.0% |
| 1Y | -43.2% | +4.1% | -47.3% | -74.3% |
| 3Y | +191.0% | +14.4% | +176.6% | -40.1% |
| All | +191.0% | +14.4% | +176.6% | -40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling