+265.9%
IONQ vs UMC
+242.0%
+23.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.6% | -3.3% | -1.5% |
| 7D | +0.8% | +5.0% | -4.1% | -2.3% |
| 30D | -1.0% | +7.7% | -8.7% | -6.1% |
| 3M | -39.8% | +1.7% | -41.5% | -42.5% |
| 6M | +6.4% | +113.9% | -107.5% | -38.6% |
| YTD | -11.9% | +168.9% | -180.8% | -59.0% |
| 1Y | -6.2% | +207.2% | -213.4% | -60.4% |
| 3Y | +125.7% | +227.7% | -102.0% | -10.6% |
| 5Y | +296.0% | +118.0% | +177.9% | +86.2% |
| All | +265.9% | +242.0% | +23.9% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling