+167.4%
IONQ vs USHY
+24.7%
+142.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -5.8% |
| 7D | -11.5% | -0.4% | -11.0% | -9.3% |
| 30D | -8.1% | +0.6% | -8.7% | -10.0% |
| 3M | -35.8% | -2.0% | -33.8% | -28.0% |
| 6M | -47.7% | -0.5% | -47.2% | -44.8% |
| YTD | -35.6% | +0.6% | -36.2% | -34.7% |
| 1Y | -36.4% | +2.1% | -38.5% | -40.0% |
| 3Y | +150.0% | +25.3% | +124.7% | +6.8% |
| 5Y | +43.3% | +19.7% | +23.6% | -0.3% |
| All | +167.4% | +24.7% | +142.7% | +65.6% |
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