+167.4%
IONQ vs MOD
+975.0%
-807.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +27.9% | -34.3% | -17.5% |
| 7D | -11.5% | +40.4% | -51.9% | -24.9% |
| 30D | -8.1% | -14.0% | +5.9% | -5.5% |
| 3M | -35.8% | -33.3% | -2.5% | -26.8% |
| 6M | -47.7% | -51.4% | +3.7% | -33.3% |
| YTD | -35.6% | +1.6% | -37.2% | -42.0% |
| 1Y | -36.4% | +5.4% | -41.8% | -44.2% |
| 3Y | +150.0% | +191.0% | -40.9% | +48.3% |
| 5Y | +43.3% | +1,093.1% | -1,049.8% | -49.4% |
| All | +167.4% | +975.0% | -807.6% | -9.3% |
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