-13.3%
IONQ vs USHY
+4.0%
-17.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -3.9% |
| 7D | +1.3% | -0.1% | +1.5% | +2.8% |
| 30D | -10.3% | 0.0% | -10.3% | -9.5% |
| 3M | -32.7% | +0.8% | -33.6% | -36.8% |
| 6M | +6.3% | +1.9% | +4.4% | -5.3% |
| YTD | -15.0% | +2.3% | -17.2% | -26.4% |
| 1Y | -13.3% | +4.1% | -17.5% | -37.1% |
| All | -13.3% | +4.0% | -17.4% | -37.1% |
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