+214.7%
IONQ vs MMM
+164.6%
+50.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.9% | +6.5% | +7.3% |
| 7D | +25.5% | +5.8% | +19.7% | +21.0% |
| 30D | -11.4% | +17.9% | -29.3% | -20.3% |
| 3M | -20.5% | +3.6% | -24.0% | -22.5% |
| 6M | -28.2% | +32.9% | -61.1% | -40.9% |
| YTD | -21.2% | +19.5% | -40.7% | -30.9% |
| 1Y | -40.4% | +16.5% | -56.9% | -47.0% |
| 3Y | +214.7% | +167.2% | +47.5% | +65.3% |
| All | +214.7% | +164.6% | +50.1% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling