+202.0%
IONQ vs MAR
+230.3%
-28.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.2% | +23.6% | +23.6% |
| 7D | +8.6% | +4.3% | +4.3% | +4.4% |
| 30D | -21.1% | +16.8% | -37.9% | -31.4% |
| 3M | -17.9% | +16.0% | -33.9% | -28.5% |
| 6M | -37.9% | +16.5% | -54.4% | -47.4% |
| YTD | -27.3% | +35.0% | -62.3% | -47.0% |
| 1Y | -43.2% | +49.4% | -92.6% | -63.0% |
| 3Y | +191.0% | +124.1% | +66.9% | +34.4% |
| 5Y | +69.3% | +159.2% | -89.9% | -30.3% |
| All | +202.0% | +230.3% | -28.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling