+202.0%
IONQ vs MDB
-9.3%
+211.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.2% |
| 7D | +8.6% | -11.4% | +20.0% | +15.4% |
| 30D | -21.1% | -13.8% | -7.3% | -15.1% |
| 3M | -17.9% | -15.5% | -2.4% | -13.1% |
| 6M | -37.9% | +17.9% | -55.9% | -45.9% |
| YTD | -27.3% | -25.5% | -1.8% | -22.7% |
| 1Y | -43.2% | -12.1% | -31.1% | -44.9% |
| 3Y | +191.0% | -5.9% | +196.9% | +136.6% |
| 5Y | +69.3% | -43.7% | +113.0% | +54.8% |
| All | +202.0% | -9.3% | +211.4% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling