+270.3%
IONQ vs UMAC
+549.5%
-279.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +9.3% | -6.9% | +0.2% |
| 7D | +7.1% | +14.7% | -7.6% | +3.5% |
| 30D | -8.9% | -0.5% | -8.4% | -9.8% |
| 3M | -35.6% | +0.5% | -36.1% | -37.1% |
| 6M | +13.3% | +57.9% | -44.7% | -5.3% |
| YTD | -9.8% | +103.9% | -113.7% | -29.2% |
| 1Y | -1.3% | +159.3% | -160.6% | -26.9% |
| All | +270.3% | +549.5% | -279.2% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling