+294.8%
IONQ vs URI
+200.7%
+94.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.1% |
| 7D | +0.8% | -2.0% | +2.8% | +2.4% |
| 30D | -1.0% | -12.9% | +11.9% | +10.1% |
| 3M | -39.8% | -6.7% | -33.1% | -37.0% |
| 6M | +6.4% | +19.0% | -12.6% | -12.8% |
| YTD | -11.9% | +25.5% | -37.5% | -33.0% |
| 1Y | -6.2% | +5.5% | -11.7% | -17.3% |
| 3Y | +125.7% | +111.3% | +14.4% | +6.9% |
| All | +294.8% | +200.7% | +94.2% | +34.8% |
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