-44.7%
IONQ vs UMAC
+2.9%
-47.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -10.9% | +9.4% | +2.6% |
| 7D | -8.9% | -26.0% | +17.1% | +1.9% |
| 30D | -31.3% | -40.3% | +9.1% | -16.4% |
| 3M | -29.2% | -51.1% | +21.9% | -9.6% |
| 6M | -35.4% | -5.6% | -29.8% | -42.4% |
| YTD | -34.2% | +2.3% | -36.4% | -49.7% |
| 1Y | -44.7% | +7.9% | -52.5% | -60.5% |
| All | -44.7% | +2.9% | -47.6% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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