+167.4%
IONQ vs MMM
+53.7%
+113.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.9% |
| 7D | -11.5% | -0.4% | -11.1% | -11.1% |
| 30D | -8.1% | +12.1% | -20.2% | -14.5% |
| 3M | -35.8% | +1.4% | -37.2% | -36.7% |
| 6M | -47.7% | +26.6% | -74.3% | -55.3% |
| YTD | -35.6% | +16.8% | -52.5% | -42.5% |
| 1Y | -36.4% | +10.1% | -46.5% | -41.2% |
| 3Y | +150.0% | +158.4% | -8.4% | +43.0% |
| 5Y | +43.3% | +43.1% | +0.2% | -1.3% |
| All | +167.4% | +53.7% | +113.7% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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