+185.7%
IONQ vs UNH
+27.5%
+158.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.5% | -9.9% | -9.5% |
| 7D | +16.8% | +2.4% | +14.4% | +16.4% |
| 30D | -11.1% | +7.2% | -18.4% | -11.9% |
| 3M | -31.7% | +0.5% | -32.2% | -31.8% |
| 6M | -44.8% | +3.4% | -48.2% | -45.1% |
| YTD | -31.2% | +25.2% | -56.4% | -34.3% |
| 1Y | -39.1% | +22.7% | -61.8% | -41.8% |
| 3Y | +189.5% | -20.3% | +209.8% | +189.7% |
| 5Y | +53.2% | -3.4% | +56.5% | +39.3% |
| All | +185.7% | +27.5% | +158.2% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 UNH 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