+52.8%
IONQ vs URI
+166.6%
-113.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.3% | +22.5% |
| 7D | +8.6% | -9.8% | +18.4% | +17.9% |
| 30D | -21.1% | +1.7% | -22.8% | -21.8% |
| 3M | -17.9% | -9.1% | -8.8% | -11.6% |
| 6M | -37.9% | +9.9% | -47.8% | -43.1% |
| YTD | -27.3% | +31.2% | -58.5% | -46.7% |
| 1Y | -43.2% | +25.9% | -69.1% | -56.6% |
| 3Y | +191.0% | +147.4% | +43.6% | +19.0% |
| All | +52.8% | +166.6% | -113.8% | -35.6% |
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