+265.9%
IONQ vs MCO
+76.5%
+189.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.1% | +3.4% | +3.6% |
| 7D | +0.8% | -4.2% | +5.0% | +5.5% |
| 30D | -1.0% | +2.2% | -3.2% | -4.1% |
| 3M | -39.8% | +10.1% | -49.9% | -48.1% |
| 6M | +6.4% | +5.3% | +1.2% | -3.9% |
| YTD | -11.9% | -2.7% | -9.2% | -14.1% |
| 1Y | -6.2% | -0.4% | -5.8% | -13.3% |
| 3Y | +125.7% | +49.0% | +76.7% | +20.3% |
| 5Y | +296.0% | +33.6% | +262.4% | +148.2% |
| All | +265.9% | +76.5% | +189.4% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling