+202.0%
IONQ vs UNH
+24.1%
+178.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.5% |
| 7D | +8.6% | -3.2% | +11.7% | +9.1% |
| 30D | -21.1% | +4.8% | -25.9% | -21.5% |
| 3M | -17.9% | -1.8% | -16.0% | -17.6% |
| 6M | -37.9% | +8.6% | -46.5% | -38.8% |
| YTD | -27.3% | +21.8% | -49.1% | -30.3% |
| 1Y | -43.2% | +25.8% | -69.0% | -45.9% |
| 3Y | +191.0% | -21.3% | +212.3% | +190.6% |
| 5Y | +69.3% | -5.3% | +74.6% | +54.4% |
| All | +202.0% | +24.1% | +178.0% | +130.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling