+167.4%
IONQ vs MAR
+235.6%
-68.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.1% | -6.1% |
| 7D | -11.5% | +1.6% | -13.1% | -12.6% |
| 30D | -8.1% | +13.8% | -21.9% | -18.1% |
| 3M | -35.8% | +20.3% | -56.1% | -45.8% |
| 6M | -47.7% | +21.3% | -69.1% | -57.4% |
| YTD | -35.6% | +37.2% | -72.8% | -53.7% |
| 1Y | -36.4% | +48.4% | -84.8% | -58.2% |
| 3Y | +150.0% | +120.1% | +29.9% | +17.5% |
| 5Y | +43.3% | +182.1% | -138.7% | -43.1% |
| All | +167.4% | +235.6% | -68.2% | +6.7% |
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