-39.1%
IONQ vs MAR
+46.9%
-86.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -9.3% |
| 7D | +16.8% | +1.8% | +15.0% | +16.5% |
| 30D | -11.1% | +14.3% | -25.5% | -12.7% |
| 3M | -31.7% | +20.0% | -51.7% | -33.4% |
| 6M | -44.8% | +21.7% | -66.5% | -47.4% |
| YTD | -31.2% | +37.7% | -68.9% | -32.7% |
| 1Y | -39.1% | +46.8% | -86.0% | -38.5% |
| All | -39.1% | +46.9% | -86.1% | -38.5% |
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