+294.8%
IONQ vs UPST
-88.8%
+383.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.1% |
| 7D | +0.8% | -3.5% | +4.4% | +2.5% |
| 30D | -1.0% | -7.1% | +6.1% | +2.5% |
| 3M | -39.8% | -13.1% | -26.7% | -35.4% |
| 6M | +6.4% | -1.1% | +7.5% | +7.1% |
| YTD | -11.9% | -35.9% | +23.9% | +7.1% |
| 1Y | -6.2% | -57.4% | +51.3% | +36.1% |
| 3Y | +125.7% | -14.9% | +140.6% | +95.6% |
| All | +294.8% | -88.8% | +383.6% | +496.9% |
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