+227.2%
IONQ vs MCHP
-0.4%
+227.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.4% | +2.9% | +4.5% |
| 7D | +25.5% | -19.2% | +44.6% | +43.9% |
| 30D | -11.4% | -18.6% | +7.2% | +1.7% |
| 3M | -20.5% | -26.9% | +6.5% | -1.4% |
| 6M | -28.2% | -37.2% | +9.0% | -0.8% |
| YTD | -21.2% | -1.8% | -19.4% | -24.3% |
| 1Y | -40.4% | +12.1% | -52.5% | -48.4% |
| 3Y | +214.7% | -10.0% | +224.7% | +191.0% |
| 5Y | +56.9% | -17.3% | +74.1% | +58.0% |
| All | +227.2% | -0.4% | +227.7% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCHP.
Daily Out/Under-Performance
Portfolio return minus MCHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCHP 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 MCHP 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