+227.2%
IONQ vs MDB
-5.1%
+232.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +6.2% |
| 7D | +25.5% | -0.9% | +26.4% | +26.7% |
| 30D | -11.4% | -15.2% | +3.8% | -3.9% |
| 3M | -20.5% | -17.9% | -2.5% | -14.8% |
| 6M | -28.2% | +9.3% | -37.5% | -34.5% |
| YTD | -21.2% | -22.0% | +0.8% | -17.9% |
| 1Y | -40.4% | -9.3% | -31.0% | -43.0% |
| 3Y | +214.7% | -10.4% | +225.1% | +164.5% |
| 5Y | +56.9% | -43.2% | +100.1% | +41.6% |
| All | +227.2% | -5.1% | +232.3% | +188.5% |
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