-44.7%
IONQ vs USHY
+1.9%
-46.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -7.3% |
| 7D | -8.9% | -0.2% | -8.7% | -7.1% |
| 30D | -31.3% | +0.7% | -31.9% | -34.4% |
| 3M | -29.2% | -2.2% | -27.0% | -12.7% |
| 6M | -35.4% | -0.9% | -34.6% | -27.9% |
| YTD | -34.2% | +0.2% | -34.3% | -31.2% |
| 1Y | -44.7% | +1.7% | -46.4% | -53.2% |
| All | -44.7% | +1.9% | -46.5% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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