+294.8%
IONQ vs URA
+128.0%
+166.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.6% |
| 7D | +0.8% | +1.1% | -0.3% | -0.1% |
| 30D | -1.0% | +7.4% | -8.4% | -6.7% |
| 3M | -39.8% | -8.4% | -31.4% | -33.7% |
| 6M | +6.4% | -12.7% | +19.2% | +22.9% |
| YTD | -11.9% | +7.8% | -19.7% | -15.3% |
| 1Y | -6.2% | +19.5% | -25.6% | -18.0% |
| 3Y | +125.7% | +116.4% | +9.3% | +16.0% |
| All | +294.8% | +128.0% | +166.8% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling