+93.8%
IONQ vs MGY
+25.3%
+68.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -6.3% |
| 7D | +1.3% | +1.5% | -0.2% | +0.6% |
| 30D | -10.3% | +6.8% | -17.2% | -13.0% |
| 3M | -32.7% | +2.6% | -35.3% | -34.4% |
| 6M | +6.3% | -3.1% | +9.4% | +3.9% |
| YTD | -15.0% | +29.4% | -44.4% | -32.0% |
| 1Y | -13.3% | +22.3% | -35.6% | -28.3% |
| All | +93.8% | +25.3% | +68.5% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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