+224.0%
IONQ vs MDB
-3.8%
+227.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.6% |
| 7D | +16.7% | -1.0% | +17.7% | +17.8% |
| 30D | -12.3% | -14.0% | +1.7% | -5.4% |
| 3M | -17.7% | -20.3% | +2.6% | -10.5% |
| 6M | -28.9% | +10.9% | -39.8% | -35.5% |
| YTD | -22.0% | -20.9% | -1.1% | -19.3% |
| 1Y | -36.8% | -11.2% | -25.6% | -38.8% |
| 3Y | +228.2% | -11.9% | +240.2% | +178.9% |
| 5Y | +91.9% | -40.2% | +132.1% | +70.2% |
| All | +224.0% | -3.8% | +227.7% | +183.8% |
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