+144.7%
IONQ vs MAS
+72.3%
+72.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.4% | -7.1% | -8.1% |
| 7D | -16.7% | +4.6% | -21.2% | -19.6% |
| 30D | -38.9% | +19.9% | -58.8% | -47.0% |
| 3M | -33.8% | +8.9% | -42.7% | -38.5% |
| 6M | -44.9% | +20.2% | -65.1% | -53.4% |
| YTD | -41.1% | +33.9% | -75.0% | -55.9% |
| 1Y | -52.3% | +34.7% | -87.0% | -64.8% |
| 3Y | +128.2% | +60.4% | +67.9% | +37.6% |
| 5Y | +37.2% | +43.5% | -6.3% | -8.1% |
| All | +144.7% | +72.3% | +72.4% | +47.2% |
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