+144.7%
IONQ vs UAL
+153.0%
-8.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.6% | -6.0% | -7.8% |
| 7D | -16.7% | +5.0% | -21.7% | -19.5% |
| 30D | -38.9% | -1.2% | -37.7% | -38.5% |
| 3M | -33.8% | -16.8% | -17.0% | -26.3% |
| 6M | -44.9% | +18.0% | -62.9% | -50.9% |
| YTD | -41.1% | -1.2% | -39.9% | -42.5% |
| 1Y | -52.3% | +14.3% | -66.6% | -57.5% |
| 3Y | +128.2% | +194.6% | -66.3% | +14.7% |
| 5Y | +37.2% | +109.6% | -72.5% | -24.6% |
| All | +144.7% | +153.0% | -8.2% | +30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling