-33.8%
IONQ vs MMM
+4.1%
-38.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.2% | -7.3% | -9.8% |
| 7D | -16.7% | +5.9% | -22.5% | -16.5% |
| 30D | -38.9% | +14.7% | -53.7% | -40.6% |
| 3M | -33.8% | +3.6% | -37.4% | -18.3% |
| All | -33.8% | +4.1% | -38.0% | -18.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling