-36.8%
IONQ vs UMC
+106.0%
-142.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | +16.7% | -8.3% | +25.0% | +20.9% |
| 30D | -12.3% | -34.5% | +22.2% | +4.0% |
| 3M | -17.7% | -20.0% | +2.2% | -10.9% |
| 6M | -28.9% | -0.7% | -28.2% | -28.7% |
| YTD | -22.0% | +94.7% | -116.7% | -41.6% |
| 1Y | -36.8% | +106.0% | -142.8% | -56.9% |
| All | -36.8% | +106.0% | -142.8% | -56.9% |
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 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