+265.9%
IONQ vs UEC
+534.1%
-268.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.8% | -6.9% | +7.8% | +3.4% |
| 30D | -1.0% | +7.6% | -8.7% | -3.4% |
| 3M | -39.8% | -18.4% | -21.4% | -35.5% |
| 6M | +6.4% | -23.3% | +29.7% | +16.0% |
| YTD | -11.9% | -1.2% | -10.7% | -11.2% |
| 1Y | -6.2% | +2.3% | -8.5% | -8.4% |
| 3Y | +125.7% | +162.3% | -36.6% | +52.8% |
| 5Y | +296.0% | +287.2% | +8.7% | +140.4% |
| All | +265.9% | +534.1% | -268.1% | +116.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling