+253.1%
IONQ vs ULTA
+88.7%
+164.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.4% | -5.0% |
| 7D | +1.3% | -1.8% | +3.1% | +2.4% |
| 30D | -10.3% | -1.2% | -9.1% | -10.3% |
| 3M | -32.7% | +13.4% | -46.1% | -38.4% |
| 6M | +6.3% | -15.6% | +22.0% | +15.2% |
| YTD | -15.0% | -10.4% | -4.6% | -11.1% |
| 1Y | -13.3% | +5.5% | -18.8% | -19.4% |
| 3Y | +97.2% | +31.0% | +66.2% | +52.4% |
| 5Y | +278.7% | +41.8% | +236.9% | +166.6% |
| All | +253.1% | +88.7% | +164.5% | +139.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling