+144.7%
IONQ vs MMM
+56.5%
+88.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.2% | -7.3% | -8.7% |
| 7D | -16.7% | +5.9% | -22.5% | -19.7% |
| 30D | -38.9% | +14.7% | -53.7% | -44.1% |
| 3M | -33.8% | +3.6% | -37.4% | -35.5% |
| 6M | -44.9% | +32.7% | -77.7% | -54.2% |
| YTD | -41.1% | +18.9% | -60.0% | -48.0% |
| 1Y | -52.3% | +16.4% | -68.7% | -57.4% |
| 3Y | +128.2% | +159.8% | -31.6% | +30.1% |
| 5Y | +37.2% | +47.2% | -10.0% | -6.3% |
| All | +144.7% | +56.5% | +88.3% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling