+144.7%
IONQ vs MDB
-11.7%
+156.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.2% | -3.3% | -7.2% |
| 7D | -16.7% | -20.9% | +4.2% | -7.0% |
| 30D | -38.9% | -15.6% | -23.4% | -33.8% |
| 3M | -33.8% | -19.1% | -14.7% | -28.7% |
| 6M | -44.9% | +14.2% | -59.2% | -51.4% |
| YTD | -41.1% | -27.4% | -13.7% | -36.7% |
| 1Y | -52.3% | -13.0% | -39.3% | -53.6% |
| 3Y | +128.2% | -11.2% | +139.5% | +90.7% |
| 5Y | +37.2% | -45.2% | +82.3% | +26.7% |
| All | +144.7% | -11.7% | +156.4% | +122.4% |
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