+278.7%
IONQ vs MCO
+29.3%
+249.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.2% |
| 7D | +1.3% | -3.1% | +4.5% | +4.9% |
| 30D | -10.3% | -0.5% | -9.8% | -10.7% |
| 3M | -32.7% | +5.7% | -38.4% | -39.4% |
| 6M | +6.3% | +3.0% | +3.3% | -2.5% |
| YTD | -15.0% | -6.5% | -8.5% | -13.7% |
| 1Y | -13.3% | -5.8% | -7.6% | -14.9% |
| 3Y | +97.2% | +43.1% | +54.1% | +3.2% |
| 5Y | +278.7% | +29.5% | +249.3% | +179.1% |
| All | +278.7% | +29.3% | +249.5% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling