+274.7%
IONQ vs MARA
-5.2%
+279.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.2% | +0.9% |
| 7D | +7.1% | +15.6% | -8.5% | +2.0% |
| 30D | -8.9% | +17.2% | -26.2% | -14.3% |
| 3M | -35.6% | -14.2% | -21.4% | -33.5% |
| 6M | +13.3% | +47.7% | -34.4% | -1.4% |
| YTD | -9.8% | +31.7% | -41.5% | -19.1% |
| 1Y | -1.3% | -22.2% | +20.9% | +3.8% |
| 3Y | +109.3% | +8.4% | +100.8% | +78.0% |
| 5Y | +304.7% | -68.3% | +373.0% | +270.5% |
| All | +274.7% | -5.2% | +279.9% | +222.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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