+202.0%
IONQ vs USFR
+21.4%
+180.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.4% | +23.3% |
| 7D | +8.6% | +0.1% | +8.5% | +8.1% |
| 30D | -21.1% | +0.4% | -21.5% | -22.6% |
| 3M | -17.9% | +1.1% | -18.9% | -22.1% |
| 6M | -37.9% | +2.1% | -40.0% | -44.9% |
| YTD | -27.3% | +3.4% | -30.7% | -41.4% |
| 1Y | -43.2% | +4.1% | -47.3% | -56.5% |
| 3Y | +191.0% | +14.4% | +176.6% | +53.9% |
| 5Y | +69.3% | +21.3% | +47.9% | -39.7% |
| All | +202.0% | +21.4% | +180.7% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling