+265.9%
IONQ vs MO
+155.5%
+110.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.1% |
| 7D | +0.8% | +0.3% | +0.5% | +0.9% |
| 30D | -1.0% | +0.6% | -1.7% | -0.6% |
| 3M | -39.8% | -1.0% | -38.8% | -39.6% |
| 6M | +6.4% | +4.3% | +2.1% | +7.6% |
| YTD | -11.9% | +23.3% | -35.2% | -10.3% |
| 1Y | -6.2% | +10.5% | -16.6% | -4.7% |
| 3Y | +125.7% | +96.3% | +29.4% | +125.3% |
| 5Y | +296.0% | +98.9% | +197.1% | +323.5% |
| All | +265.9% | +155.5% | +110.5% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling