+224.0%
IONQ vs USHY
+24.4%
+199.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | +0.9% |
| 7D | +16.7% | +0.3% | +16.4% | +15.0% |
| 30D | -12.3% | -0.1% | -12.1% | -10.7% |
| 3M | -17.7% | -1.9% | -15.9% | -8.5% |
| 6M | -28.9% | -1.0% | -27.9% | -23.3% |
| YTD | -22.0% | +0.4% | -22.4% | -20.2% |
| 1Y | -36.8% | +1.4% | -38.2% | -38.2% |
| 3Y | +228.2% | +24.9% | +203.3% | +42.1% |
| 5Y | +91.9% | +19.3% | +72.6% | +35.9% |
| All | +224.0% | +24.4% | +199.6% | +102.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling