+224.0%
IONQ vs MARA
-41.2%
+265.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -4.5% |
| 7D | +16.7% | +2.5% | +14.2% | +15.9% |
| 30D | -12.3% | -23.9% | +11.7% | -3.7% |
| 3M | -17.7% | -23.2% | +5.5% | -11.5% |
| 6M | -28.9% | -43.3% | +14.3% | -16.0% |
| YTD | -22.0% | -18.3% | -3.8% | -18.7% |
| 1Y | -36.8% | -52.9% | +16.1% | -21.7% |
| 3Y | +228.2% | -23.6% | +251.9% | +218.9% |
| 5Y | +91.9% | -88.7% | +180.6% | +112.4% |
| All | +224.0% | -41.2% | +265.2% | +224.1% |
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