+265.9%
IONQ vs M
+146.6%
+119.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.4% |
| 7D | +0.8% | +4.7% | -3.9% | -0.8% |
| 30D | -1.0% | -9.6% | +8.6% | +2.3% |
| 3M | -39.8% | +0.9% | -40.7% | -40.3% |
| 6M | +6.4% | +22.3% | -15.8% | -1.5% |
| YTD | -11.9% | +6.5% | -18.4% | -15.2% |
| 1Y | -6.2% | +38.8% | -44.9% | -18.4% |
| 3Y | +125.7% | +115.9% | +9.8% | +59.7% |
| 5Y | +296.0% | +28.6% | +267.4% | +239.7% |
| All | +265.9% | +146.6% | +119.3% | +243.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling