+52.8%
IONQ vs UAL
+109.3%
-56.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.0% | +21.4% | +22.1% |
| 7D | +8.6% | +8.2% | +0.4% | +2.7% |
| 30D | -21.1% | +2.3% | -23.4% | -22.2% |
| 3M | -17.9% | -12.7% | -5.2% | -10.3% |
| 6M | -37.9% | +12.7% | -50.6% | -43.8% |
| YTD | -27.3% | +0.8% | -28.1% | -30.3% |
| 1Y | -43.2% | +17.8% | -61.0% | -51.2% |
| 3Y | +191.0% | +206.7% | -15.7% | +24.2% |
| All | +52.8% | +109.3% | -56.5% | -23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling