-16.0%
IONQ vs ULTA
+5.1%
-21.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -5.6% | -3.9% | -1.7% | -4.7% |
| 30D | -15.2% | -1.1% | -14.1% | -14.8% |
| 3M | -34.9% | +13.8% | -48.7% | -36.7% |
| 6M | +4.9% | -17.2% | +22.1% | +10.2% |
| YTD | -17.9% | -11.5% | -6.4% | -11.9% |
| 1Y | -16.0% | +3.9% | -19.9% | -1.7% |
| All | -16.0% | +5.1% | -21.1% | -1.7% |
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