+202.0%
IONQ vs UDR
+19.8%
+182.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.2% |
| 7D | +8.6% | +3.0% | +5.6% | +6.1% |
| 30D | -21.1% | +10.3% | -31.3% | -26.7% |
| 3M | -17.9% | -2.9% | -15.0% | -16.7% |
| 6M | -37.9% | +0.3% | -38.3% | -40.0% |
| YTD | -27.3% | +3.8% | -31.1% | -31.4% |
| 1Y | -43.2% | +12.7% | -55.9% | -50.1% |
| 3Y | +191.0% | +27.6% | +163.4% | +128.1% |
| 5Y | +69.3% | -18.6% | +87.9% | +81.9% |
| All | +202.0% | +19.8% | +182.2% | +269.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling