+173.5%
IONQ vs UAL
+165.0%
+8.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.0% | -9.5% | -6.3% |
| 7D | -8.9% | +11.9% | -20.8% | -15.5% |
| 30D | -31.3% | +5.2% | -36.5% | -33.5% |
| 3M | -29.2% | -12.7% | -16.5% | -23.6% |
| 6M | -35.4% | +28.5% | -64.0% | -45.5% |
| YTD | -34.2% | +3.5% | -37.7% | -37.6% |
| 1Y | -44.7% | +27.5% | -72.2% | -54.0% |
| 3Y | +155.1% | +208.6% | -53.5% | +24.4% |
| 5Y | +79.8% | +135.6% | -55.8% | -5.0% |
| All | +173.5% | +165.0% | +8.5% | +41.7% |
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