+301.9%
IONQ vs ULTA
+46.0%
+255.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.6% | +5.0% | +4.1% |
| 7D | +7.1% | +0.7% | +6.5% | +6.6% |
| 30D | -8.9% | -2.8% | -6.1% | -7.9% |
| 3M | -35.6% | +18.7% | -54.2% | -43.5% |
| 6M | +13.3% | -15.0% | +28.3% | +23.1% |
| YTD | -9.8% | -9.2% | -0.6% | -6.2% |
| 1Y | -1.3% | +5.7% | -7.0% | -9.4% |
| 3Y | +109.3% | +32.8% | +76.5% | +53.4% |
| All | +301.9% | +46.0% | +255.9% | +145.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling