+304.7%
IONQ vs USHY
+21.9%
+282.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.5% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -8.9% | 0.0% | -8.9% | -8.6% |
| 3M | -35.6% | +1.2% | -36.7% | -38.7% |
| 6M | +13.3% | +2.6% | +10.7% | +2.3% |
| YTD | -9.8% | +2.4% | -12.3% | -17.6% |
| 1Y | -1.3% | +4.2% | -5.6% | -16.3% |
| 3Y | +109.3% | +28.0% | +81.2% | -20.8% |
| 5Y | +304.7% | +21.8% | +282.9% | +243.4% |
| All | +304.7% | +21.9% | +282.8% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling