+150.0%
IONQ vs USFR
+14.4%
+135.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.6% |
| 7D | -11.5% | +0.1% | -11.5% | -11.9% |
| 30D | -8.1% | +0.4% | -8.4% | -11.1% |
| 3M | -35.8% | +1.1% | -36.8% | -42.7% |
| 6M | -47.7% | +2.0% | -49.8% | -60.2% |
| YTD | -35.6% | +3.5% | -39.1% | -64.0% |
| 1Y | -36.4% | +4.1% | -40.5% | -69.1% |
| 3Y | +150.0% | +14.4% | +135.7% | +1.7% |
| All | +150.0% | +14.4% | +135.7% | +1.7% |
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 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