+167.2%
IONQ vs UTHR
+167.1%
+0.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.4% | -9.0% | -9.3% |
| 7D | +16.8% | +4.9% | +11.9% | +15.4% |
| 30D | -11.1% | +9.2% | -20.3% | -12.8% |
| 3M | -31.7% | +15.9% | -47.7% | -34.1% |
| 6M | -44.8% | +2.0% | -46.8% | -45.1% |
| YTD | -31.2% | +21.8% | -53.0% | -35.1% |
| 1Y | -39.1% | +28.6% | -67.7% | -43.5% |
| All | +167.2% | +167.1% | +0.1% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 3y: compounded portfolio wealth divided by compounded UTHR 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…
3y analysis · Full analysis span regression · 6 months rolling