+185.7%
IONQ vs MKTX
-69.1%
+254.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.1% | -9.3% | -9.4% |
| 7D | +16.8% | +0.2% | +16.5% | +16.7% |
| 30D | -11.1% | +0.9% | -12.0% | -11.4% |
| 3M | -31.7% | +2.5% | -34.3% | -32.3% |
| 6M | -44.8% | +18.6% | -63.4% | -48.4% |
| YTD | -31.2% | -7.1% | -24.1% | -30.3% |
| 1Y | -39.1% | -0.3% | -38.8% | -40.0% |
| 3Y | +189.5% | -22.3% | +211.8% | +188.8% |
| 5Y | +53.2% | -54.5% | +107.7% | +95.1% |
| All | +185.7% | -69.1% | +254.8% | +291.0% |
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