-6.2%
IONQ vs ULTA
+6.6%
-12.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.0% |
| 7D | +0.8% | +9.0% | -8.2% | -1.2% |
| 30D | -1.0% | +4.6% | -5.6% | -1.7% |
| 3M | -39.8% | +22.0% | -61.8% | -42.5% |
| 6M | +6.4% | -14.7% | +21.1% | +10.7% |
| YTD | -11.9% | -6.8% | -5.2% | -6.8% |
| 1Y | -6.2% | +6.5% | -12.7% | +5.6% |
| All | -6.2% | +6.6% | -12.8% | +5.6% |
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