+109.3%
IONQ vs UMC
+252.5%
-143.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.1% | -2.7% | -0.2% |
| 7D | +7.1% | +6.6% | +0.5% | +3.5% |
| 30D | -8.9% | +16.6% | -25.5% | -16.3% |
| 3M | -35.6% | +11.0% | -46.6% | -40.9% |
| 6M | +13.3% | +131.3% | -118.0% | -31.7% |
| YTD | -9.8% | +182.5% | -192.3% | -55.5% |
| 1Y | -1.3% | +222.3% | -223.6% | -56.1% |
| 3Y | +109.3% | +253.0% | -143.8% | -26.7% |
| All | +109.3% | +252.5% | -143.3% | -26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling