+167.2%
IONQ vs UL
+34.6%
+132.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.4% | -9.8% | -9.2% |
| 7D | +16.8% | -2.5% | +19.2% | +15.8% |
| 30D | -11.1% | +5.7% | -16.8% | -9.2% |
| 3M | -31.7% | +7.0% | -38.7% | -29.9% |
| 6M | -44.8% | +16.1% | -60.8% | -41.9% |
| YTD | -31.2% | +3.6% | -34.8% | -28.7% |
| 1Y | -39.1% | -1.4% | -37.8% | -36.9% |
| All | +167.2% | +34.6% | +132.6% | +134.8% |
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