+223.3%
IONQ vs UMAC
+237.0%
-13.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +13.3% | -4.9% | +5.0% |
| 7D | +25.5% | -5.5% | +31.0% | +27.4% |
| 30D | -11.4% | -35.3% | +23.9% | -1.0% |
| 3M | -20.5% | -48.4% | +27.9% | -7.3% |
| 6M | -28.2% | +0.4% | -28.7% | -31.5% |
| YTD | -21.2% | +5.8% | -27.0% | -27.3% |
| 1Y | -40.4% | +27.3% | -67.7% | -47.3% |
| All | +223.3% | +237.0% | -13.7% | +98.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling