+185.7%
IONQ vs U
-67.6%
+253.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -10.0% |
| 7D | +16.8% | +2.8% | +13.9% | +15.5% |
| 30D | -11.1% | +7.6% | -18.8% | -15.5% |
| 3M | -31.7% | +12.7% | -44.4% | -37.2% |
| 6M | -44.8% | +87.0% | -131.7% | -61.7% |
| YTD | -31.2% | +13.6% | -44.8% | -42.1% |
| 1Y | -39.1% | +25.3% | -64.4% | -51.4% |
| 3Y | +189.5% | +85.8% | +103.7% | +62.8% |
| 5Y | +53.2% | -74.5% | +127.6% | +92.9% |
| All | +185.7% | -67.6% | +253.4% | +229.4% |
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