+240.3%
IONQ vs MCO
+69.9%
+170.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -2.0% |
| 7D | -7.0% | -3.8% | -3.2% | -3.1% |
| 30D | -18.7% | -0.4% | -18.3% | -19.1% |
| 3M | -36.6% | +7.7% | -44.4% | -43.8% |
| 6M | +7.2% | +7.0% | +0.2% | -5.5% |
| YTD | -18.1% | -6.4% | -11.7% | -16.8% |
| 1Y | -21.9% | -7.6% | -14.3% | -21.1% |
| 3Y | +86.7% | +43.2% | +43.5% | +4.1% |
| 5Y | +267.5% | +29.6% | +237.9% | +139.5% |
| All | +240.3% | +69.9% | +170.4% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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