+294.8%
IONQ vs MMM
+24.5%
+270.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | +0.8% | -3.3% | +4.1% | +3.1% |
| 30D | -1.0% | -7.0% | +6.0% | +4.0% |
| 3M | -39.8% | +10.8% | -50.6% | -44.1% |
| 6M | +6.4% | +5.8% | +0.7% | +1.8% |
| YTD | -11.9% | +6.8% | -18.7% | -17.0% |
| 1Y | -6.2% | +10.4% | -16.5% | -14.2% |
| 3Y | +125.7% | +104.7% | +21.0% | +39.7% |
| All | +294.8% | +24.5% | +270.3% | +213.0% |
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