+45.7%
IONQ vs URA
+25.6%
+20.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -4.8% |
| 7D | -11.5% | -1.5% | -9.9% | -9.8% |
| 30D | -8.1% | -10.4% | +2.3% | +3.9% |
| 3M | -35.8% | -29.6% | -6.2% | -8.4% |
| 6M | -47.7% | -40.3% | -7.5% | -11.4% |
| YTD | -35.6% | -25.5% | -10.2% | -11.5% |
| 1Y | -36.4% | -26.4% | -10.0% | -10.5% |
| 3Y | +150.0% | +31.4% | +118.6% | +91.2% |
| All | +45.7% | +25.6% | +20.1% | +10.6% |
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