+202.0%
IONQ vs MLM
+89.0%
+113.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.3% | +25.0% |
| 7D | +8.6% | -4.1% | +12.7% | +12.2% |
| 30D | -21.1% | +8.2% | -29.3% | -27.1% |
| 3M | -17.9% | -3.6% | -14.3% | -16.1% |
| 6M | -37.9% | -15.6% | -22.4% | -30.6% |
| YTD | -27.3% | -16.4% | -10.9% | -19.3% |
| 1Y | -43.2% | -14.3% | -28.9% | -38.7% |
| 3Y | +191.0% | +19.3% | +171.7% | +122.8% |
| 5Y | +69.3% | +29.6% | +39.7% | +17.3% |
| All | +202.0% | +89.0% | +113.0% | +94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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