-44.7%
IONQ vs UPST
-48.7%
+4.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.4% | -10.9% | -7.7% |
| 7D | -8.9% | -3.1% | -5.8% | -7.4% |
| 30D | -31.3% | -4.0% | -27.3% | -29.5% |
| 3M | -29.2% | -22.9% | -6.3% | -16.5% |
| 6M | -35.4% | -27.1% | -8.3% | -22.0% |
| YTD | -34.2% | -46.5% | +12.4% | -12.1% |
| 1Y | -44.7% | -49.4% | +4.8% | -23.6% |
| All | -44.7% | -48.7% | +4.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling