-44.7%
IONQ vs MAR
+62.0%
-106.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -1.8% |
| 7D | -8.9% | +7.7% | -16.6% | -10.0% |
| 30D | -31.3% | +19.4% | -50.6% | -33.3% |
| 3M | -29.2% | +23.3% | -52.5% | -31.8% |
| 6M | -35.4% | +22.8% | -58.3% | -39.0% |
| YTD | -34.2% | +37.8% | -71.9% | -37.7% |
| 1Y | -44.7% | +57.4% | -102.0% | -53.5% |
| All | -44.7% | +62.0% | -106.7% | -53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling