+248.9%
IONQ vs UMAC
+508.0%
-259.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.4% | +0.6% | -4.2% |
| 7D | +1.3% | +3.3% | -1.9% | +0.5% |
| 30D | -10.3% | -10.4% | +0.1% | -8.8% |
| 3M | -32.7% | +1.8% | -34.5% | -34.5% |
| 6M | +6.3% | +40.7% | -34.4% | -8.6% |
| YTD | -15.0% | +90.9% | -105.9% | -32.2% |
| 1Y | -13.3% | +151.8% | -165.1% | -35.1% |
| All | +248.9% | +508.0% | -259.1% | +84.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling