+253.1%
IONQ vs MO
+151.8%
+101.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.3% | -5.9% |
| 7D | +1.3% | -2.4% | +3.7% | +0.8% |
| 30D | -10.3% | +3.6% | -13.9% | -9.4% |
| 3M | -32.7% | -3.7% | -29.0% | -32.9% |
| 6M | +6.3% | +4.5% | +1.8% | +7.2% |
| YTD | -15.0% | +21.5% | -36.5% | -13.7% |
| 1Y | -13.3% | +9.5% | -22.8% | -12.2% |
| 3Y | +97.2% | +93.6% | +3.6% | +96.2% |
| 5Y | +278.7% | +97.5% | +181.2% | +303.7% |
| All | +253.1% | +151.8% | +101.4% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 10y: compounded portfolio wealth divided by compounded MO 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…
10y analysis · Full analysis span regression · 6 months rolling