+274.7%
IONQ vs MAR
+160.8%
+113.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.7% | +4.4% |
| 7D | +7.1% | -1.7% | +8.8% | +8.7% |
| 30D | -8.9% | -6.9% | -2.0% | -3.2% |
| 3M | -35.6% | -15.8% | -19.7% | -26.3% |
| 6M | +13.3% | +1.9% | +11.3% | +7.9% |
| YTD | -9.8% | +6.6% | -16.4% | -18.8% |
| 1Y | -1.3% | +23.7% | -25.0% | -24.5% |
| 3Y | +109.3% | +64.6% | +44.7% | +27.8% |
| 5Y | +304.7% | +156.4% | +148.3% | +96.2% |
| All | +274.7% | +160.8% | +113.9% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling