+173.5%
IONQ vs URI
+398.9%
-225.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.4% | +2.9% | +1.6% |
| 7D | -8.9% | -4.3% | -4.6% | -6.1% |
| 30D | -31.3% | +4.6% | -35.9% | -33.4% |
| 3M | -29.2% | -2.1% | -27.1% | -28.4% |
| 6M | -35.4% | +21.9% | -57.4% | -44.6% |
| YTD | -34.2% | +39.7% | -73.9% | -52.3% |
| 1Y | -44.7% | +32.9% | -77.5% | -58.1% |
| 3Y | +155.1% | +155.8% | -0.7% | +17.8% |
| 5Y | +79.8% | +202.4% | -122.7% | -31.9% |
| All | +173.5% | +398.9% | -225.4% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling