-36.4%
IONQ vs UMAC
+8.8%
-45.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -4.5% |
| 7D | -11.5% | -5.2% | -6.3% | -9.5% |
| 30D | -8.1% | -36.4% | +28.3% | +9.8% |
| 3M | -35.8% | -58.6% | +22.8% | -11.8% |
| 6M | -47.7% | -24.6% | -23.1% | -49.0% |
| YTD | -35.6% | -11.5% | -24.2% | -49.4% |
| 1Y | -36.4% | +16.9% | -53.3% | -58.8% |
| All | -36.4% | +8.8% | -45.2% | -58.8% |
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 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