+265.9%
IONQ vs U
-73.1%
+339.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.8% |
| 7D | +0.8% | -3.8% | +4.6% | +2.9% |
| 30D | -1.0% | +17.5% | -18.5% | -9.8% |
| 3M | -39.8% | +38.7% | -78.5% | -49.9% |
| 6M | +6.4% | +104.4% | -98.0% | -29.3% |
| YTD | -11.9% | -5.7% | -6.2% | -16.6% |
| 1Y | -6.2% | +3.7% | -9.8% | -17.1% |
| 3Y | +125.7% | +12.3% | +113.4% | +70.0% |
| 5Y | +296.0% | -68.8% | +364.8% | +408.3% |
| All | +265.9% | -73.1% | +339.0% | +374.3% |
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