+185.7%
IONQ vs UEC
+273.6%
-87.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.9% | -3.4% | -7.2% |
| 7D | +16.8% | +4.9% | +11.8% | +15.3% |
| 30D | -11.1% | -17.5% | +6.3% | -3.9% |
| 3M | -31.7% | -40.1% | +8.4% | -17.6% |
| 6M | -44.8% | -56.1% | +11.4% | -26.2% |
| YTD | -31.2% | -41.8% | +10.6% | -15.9% |
| 1Y | -39.1% | -44.8% | +5.7% | -23.9% |
| 3Y | +189.5% | +20.6% | +168.9% | +158.0% |
| 5Y | +53.2% | +24.3% | +28.8% | +13.5% |
| All | +185.7% | +273.6% | -87.9% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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