+265.9%
IONQ vs MDB
+6.9%
+259.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +3.2% |
| 7D | +0.8% | -17.4% | +18.3% | +9.4% |
| 30D | -1.0% | -2.0% | +1.0% | -1.1% |
| 3M | -39.8% | -3.0% | -36.8% | -39.5% |
| 6M | +6.4% | +48.7% | -42.2% | -15.9% |
| YTD | -11.9% | -12.1% | +0.2% | -12.2% |
| 1Y | -6.2% | +14.5% | -20.6% | -18.7% |
| 3Y | +125.7% | -6.1% | +131.8% | +87.8% |
| 5Y | +296.0% | -27.3% | +323.3% | +232.9% |
| All | +265.9% | +6.9% | +259.0% | +208.6% |
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