+191.0%
IONQ vs MDB
-9.9%
+200.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.4% |
| 7D | +8.6% | -11.4% | +20.0% | +14.1% |
| 30D | -21.1% | -13.8% | -7.3% | -16.1% |
| 3M | -17.9% | -15.5% | -2.4% | -13.8% |
| 6M | -37.9% | +17.9% | -55.9% | -44.1% |
| YTD | -27.3% | -25.5% | -1.8% | -23.1% |
| 1Y | -43.2% | -12.1% | -31.1% | -44.0% |
| 3Y | +191.0% | -5.9% | +196.9% | +144.2% |
| All | +191.0% | -9.9% | +200.9% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling