+253.1%
IONQ vs UMC
+273.6%
-20.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.0% | -9.7% | -8.2% |
| 7D | +1.3% | +13.6% | -12.3% | -6.5% |
| 30D | -10.3% | +20.8% | -31.1% | -20.7% |
| 3M | -32.7% | +16.1% | -48.9% | -41.2% |
| 6M | +6.3% | +137.3% | -131.0% | -42.6% |
| YTD | -15.0% | +193.8% | -208.8% | -62.6% |
| 1Y | -13.3% | +236.1% | -249.4% | -65.4% |
| 3Y | +97.2% | +267.1% | -169.9% | -27.6% |
| 5Y | +278.7% | +145.3% | +133.5% | +67.2% |
| All | +253.1% | +273.6% | -20.5% | +35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling