+52.8%
IONQ vs USFR
+21.3%
+31.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.3% |
| 7D | +8.6% | +0.1% | +8.5% | +7.9% |
| 30D | -21.1% | +0.4% | -21.5% | -23.3% |
| 3M | -17.9% | +1.1% | -18.9% | -24.1% |
| 6M | -37.9% | +2.1% | -40.0% | -47.7% |
| YTD | -27.3% | +3.4% | -30.7% | -46.6% |
| 1Y | -43.2% | +4.1% | -47.3% | -61.2% |
| 3Y | +191.0% | +14.4% | +176.6% | +6.0% |
| All | +52.8% | +21.3% | +31.4% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling