+274.7%
IONQ vs UDR
+17.3%
+257.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.9% |
| 7D | +7.1% | -2.1% | +9.2% | +8.7% |
| 30D | -8.9% | -5.6% | -3.3% | -5.4% |
| 3M | -35.6% | -5.8% | -29.8% | -34.0% |
| 6M | +13.3% | -1.1% | +14.4% | +11.1% |
| YTD | -9.8% | +1.6% | -11.4% | -13.3% |
| 1Y | -1.3% | -2.7% | +1.3% | -2.8% |
| 3Y | +109.3% | +6.3% | +103.0% | +90.8% |
| 5Y | +304.7% | -19.3% | +324.0% | +346.0% |
| All | +274.7% | +17.3% | +257.4% | +367.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling