+294.8%
IONQ vs MAR
+165.1%
+129.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -4.2% | +5.0% | +5.0% |
| 30D | -1.0% | -6.7% | +5.6% | +5.5% |
| 3M | -39.8% | -12.5% | -27.3% | -33.1% |
| 6M | +6.4% | +0.6% | +5.9% | +2.2% |
| YTD | -11.9% | +9.1% | -21.0% | -23.7% |
| 1Y | -6.2% | +26.2% | -32.4% | -32.3% |
| 3Y | +125.7% | +68.2% | +57.5% | +23.4% |
| All | +294.8% | +165.1% | +129.7% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling