+109.3%
IONQ vs MDLZ
-4.0%
+113.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.7% |
| 7D | +7.1% | 0.0% | +7.1% | +7.2% |
| 30D | -8.9% | -1.6% | -7.3% | -9.5% |
| 3M | -35.6% | +0.9% | -36.4% | -34.6% |
| 6M | +13.3% | +7.3% | +5.9% | +17.2% |
| YTD | -9.8% | +16.4% | -26.3% | -4.5% |
| 1Y | -1.3% | +3.0% | -4.3% | +1.3% |
| 3Y | +109.3% | -3.7% | +113.0% | +122.7% |
| All | +109.3% | -4.0% | +113.2% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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