-16.0%
IONQ vs MCO
-7.0%
-9.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -3.1% |
| 7D | -5.6% | -7.3% | +1.7% | -4.4% |
| 30D | -15.2% | -1.7% | -13.5% | -15.2% |
| 3M | -34.9% | +3.9% | -38.9% | -36.4% |
| 6M | +4.9% | +3.8% | +1.1% | +2.3% |
| YTD | -17.9% | -7.9% | -10.0% | -20.8% |
| 1Y | -16.0% | -6.8% | -9.2% | -17.5% |
| All | -16.0% | -7.0% | -9.0% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling