+228.2%
IONQ vs UMC
+129.7%
+98.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.5% |
| 7D | +16.7% | -8.3% | +25.0% | +21.8% |
| 30D | -12.3% | -34.5% | +22.2% | +8.3% |
| 3M | -17.7% | -20.0% | +2.2% | -9.4% |
| 6M | -28.9% | -0.7% | -28.2% | -32.2% |
| YTD | -22.0% | +94.7% | -116.7% | -52.3% |
| 1Y | -36.8% | +106.0% | -142.8% | -62.8% |
| 3Y | +228.2% | +124.3% | +104.0% | +68.3% |
| All | +228.2% | +129.7% | +98.6% | +68.3% |
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 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