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  • IONQ vs UDR✓SelectedUSD · UDRIONQ vs UDR performance historyLatest closeAs of+1.28%09/04
Stock and ETF performance explorer

IONQ vs UDR

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-6.2%
UDR return
-1.4%
Excess return
-4.7%
Maximum drawdown
-67.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioUDRExcessAlpha
1D+1.3%0.0%+1.3%+1.3%
7D+0.8%-2.0%+2.8%+0.5%
30D-1.0%-5.2%+4.2%-1.8%
3M-39.8%-5.8%-34.0%-40.7%
6M+6.4%-1.7%+8.1%+1.7%
YTD-11.9%+2.4%-14.3%-13.1%
1Y-6.2%-2.1%-4.0%-6.7%
All-6.2%-1.4%-4.7%-6.7%

Cumulative growth

Daily Returns

Daily percentage return beside UDR.

Daily Out/Under-Performance

Portfolio return minus UDR return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…

1y analysis · Full analysis span regression · 6 months rolling