+191.0%
IONQ vs UL
+35.9%
+155.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.5% | +25.9% | +22.4% |
| 7D | +8.6% | +1.1% | +7.5% | +9.2% |
| 30D | -21.1% | +8.2% | -29.3% | -18.8% |
| 3M | -17.9% | +4.5% | -22.4% | -16.2% |
| 6M | -37.9% | +12.6% | -50.5% | -34.9% |
| YTD | -27.3% | +3.5% | -30.8% | -24.7% |
| 1Y | -43.2% | -0.4% | -42.8% | -41.1% |
| 3Y | +191.0% | +36.0% | +155.0% | +158.7% |
| All | +191.0% | +35.9% | +155.1% | +158.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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