+56.9%
IONQ vs UPST
-93.3%
+150.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.6% |
| 7D | +25.5% | +4.4% | +21.0% | +22.6% |
| 30D | -11.4% | -7.7% | -3.7% | -7.8% |
| 3M | -20.5% | -28.4% | +8.0% | -7.4% |
| 6M | -28.2% | -23.2% | -5.1% | -19.1% |
| YTD | -21.2% | -49.1% | +27.9% | +6.5% |
| 1Y | -40.4% | -42.4% | +2.0% | -23.5% |
| 3Y | +214.7% | +5.4% | +209.3% | +154.0% |
| 5Y | +56.9% | -92.9% | +149.8% | +294.1% |
| All | +56.9% | -93.3% | +150.2% | +294.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling