+214.7%
IONQ vs M
+142.9%
+71.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +8.1% | +0.2% | +5.5% |
| 7D | +25.5% | +2.5% | +22.9% | +24.0% |
| 30D | -11.4% | +10.1% | -21.5% | -14.6% |
| 3M | -20.5% | -0.9% | -19.5% | -20.7% |
| 6M | -28.2% | +30.2% | -58.4% | -35.7% |
| YTD | -21.2% | +16.3% | -37.5% | -27.1% |
| 1Y | -40.4% | +27.0% | -67.3% | -47.1% |
| 3Y | +214.7% | +154.5% | +60.2% | +73.4% |
| All | +214.7% | +142.9% | +71.8% | +73.4% |
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