+202.0%
IONQ vs UNP
+58.4%
+143.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.6% | +26.0% | +24.7% |
| 7D | +8.6% | -4.6% | +13.1% | +10.9% |
| 30D | -21.1% | +5.6% | -26.7% | -23.8% |
| 3M | -17.9% | -1.3% | -16.6% | -17.9% |
| 6M | -37.9% | +9.2% | -47.2% | -42.5% |
| YTD | -27.3% | +27.3% | -54.6% | -40.2% |
| 1Y | -43.2% | +35.9% | -79.1% | -55.6% |
| 3Y | +191.0% | +45.5% | +145.5% | +114.1% |
| 5Y | +69.3% | +36.0% | +33.3% | +27.9% |
| All | +202.0% | +58.4% | +143.7% | +117.6% |
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