+167.4%
IONQ vs MDB
-3.1%
+170.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.6% | -4.8% | -5.7% |
| 7D | -11.5% | +6.8% | -18.3% | -14.1% |
| 30D | -8.1% | -6.2% | -1.9% | -5.0% |
| 3M | -35.8% | -29.2% | -6.6% | -26.0% |
| 6M | -47.7% | +10.3% | -58.0% | -52.4% |
| YTD | -35.6% | -20.4% | -15.3% | -33.6% |
| 1Y | -36.4% | -4.8% | -31.6% | -40.6% |
| 3Y | +150.0% | -11.6% | +161.6% | +112.1% |
| 5Y | +43.3% | -41.0% | +84.4% | +27.4% |
| All | +167.4% | -3.1% | +170.5% | +133.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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