+135.8%
IONQ vs URA
+30.2%
+105.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.3% | -5.3% | -5.4% |
| 7D | -16.7% | -13.3% | -3.4% | -4.1% |
| 30D | -38.9% | -25.9% | -13.1% | -17.8% |
| 3M | -33.8% | -27.8% | -6.0% | -8.8% |
| 6M | -44.9% | -42.8% | -2.1% | -4.0% |
| YTD | -41.1% | -27.5% | -13.6% | -17.2% |
| 1Y | -52.3% | -35.1% | -17.2% | -25.8% |
| All | +135.8% | +30.2% | +105.5% | +90.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling