+224.0%
IONQ vs URI
+390.5%
-166.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.5% |
| 7D | +16.7% | -6.0% | +22.6% | +22.3% |
| 30D | -12.3% | +4.6% | -16.9% | -14.6% |
| 3M | -17.7% | -2.7% | -15.0% | -16.0% |
| 6M | -28.9% | +18.4% | -47.3% | -37.6% |
| YTD | -22.0% | +37.4% | -59.4% | -42.5% |
| 1Y | -36.8% | +30.4% | -67.2% | -51.2% |
| 3Y | +228.2% | +147.9% | +80.3% | +56.1% |
| 5Y | +91.9% | +202.1% | -110.1% | -26.6% |
| All | +224.0% | +390.5% | -166.5% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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