-36.8%
IONQ vs USHY
+1.6%
-38.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | +2.3% |
| 7D | +16.7% | +0.3% | +16.4% | +13.7% |
| 30D | -12.3% | -0.1% | -12.1% | -9.9% |
| 3M | -17.7% | -1.9% | -15.9% | -1.0% |
| 6M | -28.9% | -1.0% | -27.9% | -19.6% |
| YTD | -22.0% | +0.4% | -22.4% | -20.2% |
| 1Y | -36.8% | +1.4% | -38.2% | -43.1% |
| All | -36.8% | +1.6% | -38.4% | -43.1% |
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