-44.7%
IONQ vs ULTA
+27.7%
-72.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -2.4% |
| 7D | -8.9% | +6.7% | -15.6% | -10.3% |
| 30D | -31.3% | +21.7% | -53.0% | -34.4% |
| 3M | -29.2% | +21.5% | -50.7% | -32.3% |
| 6M | -35.4% | +27.5% | -63.0% | -38.2% |
| YTD | -34.2% | +9.2% | -43.4% | -32.4% |
| 1Y | -44.7% | +27.9% | -72.5% | -39.8% |
| All | -44.7% | +27.7% | -72.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 1y: compounded portfolio wealth divided by compounded ULTA 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…
1y analysis · Full analysis span regression · 6 months rolling