+304.7%
IONQ vs UDR
-18.0%
+322.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +3.0% |
| 7D | +7.1% | -2.1% | +9.2% | +8.9% |
| 30D | -8.9% | -5.6% | -3.3% | -4.9% |
| 3M | -35.6% | -5.8% | -29.8% | -33.8% |
| 6M | +13.3% | -1.1% | +14.4% | +10.7% |
| YTD | -9.8% | +1.6% | -11.4% | -13.9% |
| 1Y | -1.3% | -2.7% | +1.3% | -3.1% |
| 3Y | +109.3% | +6.3% | +103.0% | +85.7% |
| 5Y | +304.7% | -19.3% | +324.0% | +406.6% |
| All | +304.7% | -18.0% | +322.7% | +406.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling