+45.7%
IONQ vs UNP
+39.6%
+6.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -6.1% |
| 7D | -11.5% | +4.2% | -15.7% | -13.4% |
| 30D | -8.1% | +5.6% | -13.7% | -11.1% |
| 3M | -35.8% | +2.0% | -37.8% | -36.9% |
| 6M | -47.7% | +15.4% | -63.1% | -53.5% |
| YTD | -35.6% | +32.7% | -68.4% | -49.4% |
| 1Y | -36.4% | +39.4% | -75.8% | -52.2% |
| 3Y | +150.0% | +54.3% | +95.7% | +68.9% |
| All | +45.7% | +39.6% | +6.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 5y: compounded portfolio wealth divided by compounded UNP 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…
5y analysis · Full analysis span regression · 6 months rolling