+202.0%
IONQ vs U
-66.8%
+268.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.5% | +17.9% | +20.5% |
| 7D | +8.6% | +36.6% | -28.0% | -9.2% |
| 30D | -21.1% | +13.3% | -34.4% | -26.9% |
| 3M | -17.9% | +26.2% | -44.0% | -28.6% |
| 6M | -37.9% | +88.7% | -126.7% | -57.3% |
| YTD | -27.3% | +16.6% | -43.9% | -39.6% |
| 1Y | -43.2% | +29.0% | -72.2% | -55.5% |
| 3Y | +191.0% | +99.5% | +91.5% | +56.6% |
| 5Y | +69.3% | -66.1% | +135.4% | +96.3% |
| All | +202.0% | -66.8% | +268.8% | +243.7% |
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