+202.0%
IONQ vs URA
+150.9%
+51.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.4% | +19.0% | +19.8% |
| 7D | +8.6% | -4.1% | +12.7% | +13.4% |
| 30D | -21.1% | -19.0% | -2.1% | -5.0% |
| 3M | -17.9% | -25.1% | +7.3% | +5.4% |
| 6M | -37.9% | -44.5% | +6.5% | +2.3% |
| YTD | -27.3% | -24.3% | -3.0% | -4.7% |
| 1Y | -43.2% | -28.1% | -15.1% | -21.8% |
| 3Y | +191.0% | +40.7% | +150.3% | +144.8% |
| 5Y | +69.3% | +35.5% | +33.8% | +32.3% |
| All | +202.0% | +150.9% | +51.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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