+108.3%
IONQ vs M
+117.7%
-9.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.3% |
| 7D | +0.8% | +4.7% | -3.9% | -0.9% |
| 30D | -1.0% | -9.6% | +8.6% | +2.6% |
| 3M | -39.8% | +0.9% | -40.7% | -40.4% |
| 6M | +6.4% | +22.3% | -15.8% | -2.2% |
| YTD | -11.9% | +6.5% | -18.4% | -15.5% |
| 1Y | -6.2% | +38.8% | -44.9% | -20.2% |
| All | +108.3% | +117.7% | -9.4% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling