+240.3%
IONQ vs MKTX
-69.6%
+309.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | -7.0% | -0.2% | -6.8% | -6.9% |
| 30D | -18.7% | +0.7% | -19.4% | -18.9% |
| 3M | -36.6% | +40.8% | -77.4% | -44.2% |
| 6M | +7.2% | -8.0% | +15.2% | +9.2% |
| YTD | -18.1% | -8.7% | -9.4% | -16.5% |
| 1Y | -21.9% | -11.8% | -10.1% | -19.8% |
| 3Y | +86.7% | -24.0% | +110.8% | +86.8% |
| 5Y | +267.5% | -60.3% | +327.8% | +377.9% |
| All | +240.3% | -69.6% | +309.9% | +368.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling