+265.9%
IONQ vs MARA
-9.4%
+275.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.1% |
| 7D | +0.8% | +6.0% | -5.2% | -1.2% |
| 30D | -1.0% | +0.6% | -1.6% | -2.4% |
| 3M | -39.8% | -18.5% | -21.3% | -36.7% |
| 6M | +6.4% | +21.7% | -15.3% | -1.7% |
| YTD | -11.9% | +25.9% | -37.9% | -19.9% |
| 1Y | -6.2% | -25.1% | +19.0% | 0.0% |
| 3Y | +125.7% | -5.7% | +131.4% | +98.5% |
| 5Y | +296.0% | -73.9% | +369.9% | +271.9% |
| All | +265.9% | -9.4% | +275.3% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling