+202.0%
IONQ vs UPST
-45.7%
+247.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +23.8% |
| 7D | +8.6% | -4.9% | +13.5% | +10.4% |
| 30D | -21.1% | -8.9% | -12.2% | -18.3% |
| 3M | -17.9% | -26.3% | +8.4% | -8.5% |
| 6M | -37.9% | -23.7% | -14.2% | -31.7% |
| YTD | -27.3% | -49.9% | +22.6% | -7.6% |
| 1Y | -43.2% | -42.0% | -1.2% | -31.0% |
| 3Y | +191.0% | -25.3% | +216.3% | +192.9% |
| 5Y | +69.3% | -93.4% | +162.7% | +102.1% |
| All | +202.0% | -45.7% | +247.8% | +213.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling