+253.1%
IONQ vs UNH
+23.0%
+230.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.8% | -5.5% |
| 7D | +1.3% | -1.7% | +3.0% | +1.6% |
| 30D | -10.3% | -3.8% | -6.5% | -9.9% |
| 3M | -32.7% | -4.3% | -28.4% | -32.5% |
| 6M | +6.3% | +38.6% | -32.3% | +0.9% |
| YTD | -15.0% | +20.7% | -35.7% | -18.5% |
| 1Y | -13.3% | +16.0% | -29.3% | -16.4% |
| 3Y | +97.2% | -13.5% | +110.7% | +88.0% |
| 5Y | +278.7% | +3.5% | +275.2% | +226.4% |
| All | +253.1% | +23.0% | +230.2% | +169.5% |
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