+202.0%
IONQ vs M
+149.0%
+53.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -4.6% | +28.0% | +24.9% |
| 7D | +8.6% | -4.3% | +12.9% | +9.7% |
| 30D | -21.1% | +1.3% | -22.4% | -21.7% |
| 3M | -17.9% | -7.4% | -10.5% | -16.4% |
| 6M | -37.9% | +18.3% | -56.3% | -42.3% |
| YTD | -27.3% | +7.6% | -34.9% | -30.7% |
| 1Y | -43.2% | +17.4% | -60.6% | -47.8% |
| 3Y | +191.0% | +108.4% | +82.6% | +107.1% |
| 5Y | +69.3% | -10.6% | +79.9% | +42.7% |
| All | +202.0% | +149.0% | +53.0% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling