+108.3%
IONQ vs MCD
-2.2%
+110.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +0.9% |
| 7D | +0.8% | -2.8% | +3.6% | +0.2% |
| 30D | -1.0% | -6.0% | +5.0% | -2.2% |
| 3M | -39.8% | -5.6% | -34.2% | -40.3% |
| 6M | +6.4% | -21.9% | +28.3% | +3.9% |
| YTD | -11.9% | -14.7% | +2.8% | -13.2% |
| 1Y | -6.2% | -17.3% | +11.1% | -7.3% |
| All | +108.3% | -2.2% | +110.5% | +113.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCD.
Daily Out/Under-Performance
Portfolio return minus MCD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCD 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 3y: compounded portfolio wealth divided by compounded MCD 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…
3y analysis · Full analysis span regression · 6 months rolling