+202.0%
IONQ vs UAL
+158.1%
+43.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.0% | +21.4% | +22.2% |
| 7D | +8.6% | +8.2% | +0.4% | +3.2% |
| 30D | -21.1% | +2.3% | -23.4% | -22.0% |
| 3M | -17.9% | -12.7% | -5.2% | -11.0% |
| 6M | -37.9% | +12.7% | -50.6% | -43.1% |
| YTD | -27.3% | +0.8% | -28.1% | -29.7% |
| 1Y | -43.2% | +17.8% | -61.0% | -50.2% |
| 3Y | +191.0% | +206.7% | -15.7% | +43.1% |
| 5Y | +69.3% | +113.9% | -44.6% | -7.9% |
| All | +202.0% | +158.1% | +43.9% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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