+37.2%
IONQ vs URI
+178.2%
-141.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.1% | -3.4% | -5.0% |
| 7D | -16.7% | -12.9% | -3.8% | -7.1% |
| 30D | -38.9% | -3.4% | -35.5% | -37.1% |
| 3M | -33.8% | -10.0% | -23.8% | -28.3% |
| 6M | -44.9% | +12.2% | -57.1% | -50.3% |
| YTD | -41.1% | +29.8% | -70.8% | -56.5% |
| 1Y | -52.3% | +24.6% | -76.9% | -63.3% |
| 3Y | +128.2% | +137.6% | -9.4% | -3.5% |
| 5Y | +37.2% | +176.6% | -139.5% | -43.6% |
| All | +37.2% | +178.2% | -141.0% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling