+81.8%
IONQ vs MMM
+47.4%
+34.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | +16.7% | +7.0% | +9.7% | +11.3% |
| 30D | -12.3% | +18.4% | -30.7% | -22.1% |
| 3M | -17.7% | +4.5% | -22.2% | -20.7% |
| 6M | -28.9% | +33.4% | -62.4% | -42.5% |
| YTD | -22.0% | +20.0% | -42.0% | -32.6% |
| 1Y | -36.8% | +15.0% | -51.8% | -43.9% |
| 3Y | +228.2% | +165.0% | +63.2% | +65.2% |
| All | +81.8% | +47.4% | +34.3% | +28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling