+227.2%
IONQ vs U
-66.8%
+294.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.1% | +8.5% | +8.4% |
| 7D | +25.5% | +32.3% | -6.9% | +6.8% |
| 30D | -11.4% | +9.7% | -21.1% | -16.5% |
| 3M | -20.5% | +19.6% | -40.1% | -29.0% |
| 6M | -28.2% | +82.6% | -110.9% | -49.8% |
| YTD | -21.2% | +16.4% | -37.7% | -34.5% |
| 1Y | -40.4% | +28.5% | -68.9% | -53.2% |
| 3Y | +214.7% | +103.8% | +110.9% | +67.5% |
| 5Y | +56.9% | -70.0% | +126.9% | +88.0% |
| All | +227.2% | -66.8% | +294.0% | +272.6% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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