+173.5%
IONQ vs MAS
+78.4%
+95.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.6% | -7.1% | -5.5% |
| 7D | -8.9% | +14.2% | -23.1% | -17.8% |
| 30D | -31.3% | +26.8% | -58.1% | -42.8% |
| 3M | -29.2% | +13.1% | -42.3% | -36.1% |
| 6M | -35.4% | +27.9% | -63.4% | -47.9% |
| YTD | -34.2% | +38.7% | -72.8% | -52.0% |
| 1Y | -44.7% | +40.4% | -85.0% | -60.5% |
| 3Y | +155.1% | +66.1% | +89.0% | +49.7% |
| 5Y | +79.8% | +47.4% | +32.4% | +17.6% |
| All | +173.5% | +78.4% | +95.1% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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