+135.8%
IONQ vs M
+110.5%
+25.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.9% | -4.7% | -8.4% |
| 7D | -16.7% | -2.1% | -14.5% | -16.0% |
| 30D | -38.9% | +7.7% | -46.6% | -40.5% |
| 3M | -33.8% | -4.4% | -29.4% | -33.0% |
| 6M | -44.9% | +27.5% | -72.4% | -50.1% |
| YTD | -41.1% | +12.8% | -53.8% | -44.7% |
| 1Y | -52.3% | +20.7% | -73.0% | -56.8% |
| All | +135.8% | +110.5% | +25.3% | +49.3% |
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