+265.9%
IONQ vs UNP
+58.1%
+207.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.8% | -5.3% | +6.2% | +3.8% |
| 30D | -1.0% | -1.5% | +0.5% | -0.3% |
| 3M | -39.8% | +10.3% | -50.1% | -43.9% |
| 6M | +6.4% | +9.7% | -3.2% | -1.6% |
| YTD | -11.9% | +27.1% | -39.0% | -27.1% |
| 1Y | -6.2% | +32.6% | -38.7% | -25.1% |
| 3Y | +125.7% | +40.0% | +85.7% | +71.3% |
| 5Y | +296.0% | +50.8% | +245.2% | +197.1% |
| All | +265.9% | +58.1% | +207.9% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling