+202.0%
IONQ vs MMM
+54.3%
+147.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +24.2% |
| 7D | +8.6% | +6.2% | +2.4% | +4.2% |
| 30D | -21.1% | +14.2% | -35.3% | -27.7% |
| 3M | -17.9% | +2.9% | -20.8% | -19.8% |
| 6M | -37.9% | +27.6% | -65.5% | -47.3% |
| YTD | -27.3% | +17.3% | -44.6% | -35.4% |
| 1Y | -43.2% | +15.1% | -58.3% | -49.1% |
| 3Y | +191.0% | +157.1% | +33.9% | +66.5% |
| 5Y | +69.3% | +45.1% | +24.2% | +16.4% |
| All | +202.0% | +54.3% | +147.8% | +119.9% |
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