+202.0%
IONQ vs UEC
+280.2%
-78.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.8% | +16.6% | +21.0% |
| 7D | +8.6% | -10.2% | +18.8% | +13.4% |
| 30D | -21.1% | -26.9% | +5.8% | -11.0% |
| 3M | -17.9% | -35.7% | +17.8% | -3.4% |
| 6M | -37.9% | -56.1% | +18.2% | -17.0% |
| YTD | -27.3% | -40.8% | +13.5% | -11.7% |
| 1Y | -43.2% | -43.4% | +0.2% | -29.8% |
| 3Y | +191.0% | +25.4% | +165.6% | +155.7% |
| 5Y | +69.3% | +51.1% | +18.2% | +24.2% |
| All | +202.0% | +280.2% | -78.2% | +114.8% |
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