-44.7%
IONQ vs UMC
+112.5%
-157.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.7% |
| 7D | -8.9% | -14.7% | +5.8% | -3.0% |
| 30D | -31.3% | -32.9% | +1.6% | -19.7% |
| 3M | -29.2% | -22.2% | -7.0% | -22.6% |
| 6M | -35.4% | +25.9% | -61.3% | -39.6% |
| YTD | -34.2% | +107.9% | -142.1% | -49.0% |
| 1Y | -44.7% | +115.0% | -159.7% | -58.3% |
| All | -44.7% | +112.5% | -157.2% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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