+224.0%
IONQ vs UPST
-49.4%
+273.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.3% | +2.0% |
| 7D | +16.7% | -4.5% | +21.2% | +18.3% |
| 30D | -12.3% | -15.3% | +3.0% | -6.8% |
| 3M | -17.7% | -32.4% | +14.7% | -5.7% |
| 6M | -28.9% | -29.5% | +0.6% | -19.5% |
| YTD | -22.0% | -53.3% | +31.3% | +1.5% |
| 1Y | -36.8% | -47.4% | +10.5% | -20.6% |
| 3Y | +228.2% | -2.2% | +230.4% | +210.9% |
| 5Y | +91.9% | -92.0% | +184.0% | +131.3% |
| All | +224.0% | -49.4% | +273.4% | +244.6% |
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 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