+144.7%
IONQ vs U
-68.5%
+213.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +14.9% | -25.5% | -18.3% |
| 7D | -16.7% | +24.3% | -40.9% | -27.1% |
| 30D | -38.9% | +8.6% | -47.5% | -42.5% |
| 3M | -33.8% | +37.6% | -71.4% | -45.8% |
| 6M | -44.9% | +78.5% | -123.4% | -61.2% |
| YTD | -41.1% | +10.5% | -51.6% | -49.9% |
| 1Y | -52.3% | +15.2% | -67.5% | -60.6% |
| 3Y | +128.2% | +76.6% | +51.7% | +30.7% |
| 5Y | +37.2% | -67.9% | +105.0% | +62.9% |
| All | +144.7% | -68.5% | +213.2% | +185.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling