+150.0%
IONQ vs UEC
+18.1%
+132.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.1% | -4.4% | -5.5% |
| 7D | -11.5% | -3.8% | -7.7% | -9.8% |
| 30D | -8.1% | -13.5% | +5.4% | -1.1% |
| 3M | -35.8% | -40.5% | +4.7% | -19.3% |
| 6M | -47.7% | -56.7% | +8.9% | -26.0% |
| YTD | -35.6% | -43.0% | +7.3% | -16.7% |
| 1Y | -36.4% | -42.5% | +6.1% | -17.3% |
| 3Y | +150.0% | +11.6% | +138.5% | +142.7% |
| All | +150.0% | +18.1% | +132.0% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling