+202.0%
IONQ vs MOD
+665.5%
-463.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.7% | +17.7% | +21.0% |
| 7D | +8.6% | -25.5% | +34.1% | +21.7% |
| 30D | -21.1% | -49.0% | +27.9% | +3.5% |
| 3M | -17.9% | -49.8% | +31.9% | +8.1% |
| 6M | -37.9% | -64.8% | +26.8% | -7.0% |
| YTD | -27.3% | -27.6% | +0.3% | -22.7% |
| 1Y | -43.2% | -35.2% | -8.0% | -37.3% |
| 3Y | +191.0% | +137.1% | +53.9% | +95.7% |
| 5Y | +69.3% | +760.3% | -691.0% | -29.5% |
| All | +202.0% | +665.5% | -463.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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