+224.0%
IONQ vs UAL
+176.0%
+48.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +16.7% | +12.5% | +4.2% | +8.9% |
| 30D | -12.3% | +12.2% | -24.5% | -18.0% |
| 3M | -17.7% | -2.6% | -15.1% | -16.5% |
| 6M | -28.9% | +21.1% | -50.0% | -37.6% |
| YTD | -22.0% | +7.8% | -29.8% | -27.6% |
| 1Y | -36.8% | +25.4% | -62.2% | -46.6% |
| 3Y | +228.2% | +217.3% | +10.9% | +58.1% |
| 5Y | +91.9% | +132.9% | -40.9% | 0.0% |
| All | +224.0% | +176.0% | +48.0% | +64.6% |
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