+91.9%
IONQ vs URA
+32.3%
+59.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.5% | +4.8% | +4.8% |
| 7D | +16.7% | +0.3% | +16.4% | +17.5% |
| 30D | -12.3% | -14.8% | +2.5% | +4.3% |
| 3M | -17.7% | -25.3% | +7.6% | +10.5% |
| 6M | -28.9% | -39.9% | +11.0% | +19.6% |
| YTD | -22.0% | -22.4% | +0.4% | +2.9% |
| 1Y | -36.8% | -29.0% | -7.8% | -8.4% |
| 3Y | +228.2% | +41.0% | +187.3% | +134.0% |
| 5Y | +91.9% | +38.3% | +53.6% | +36.7% |
| All | +91.9% | +32.3% | +59.6% | +36.7% |
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