+144.7%
IONQ vs MOD
+624.2%
-479.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.3% | -3.3% | -7.5% |
| 7D | -16.7% | -34.2% | +17.5% | -2.1% |
| 30D | -38.9% | -51.9% | +12.9% | -18.3% |
| 3M | -33.8% | -53.0% | +19.2% | -10.8% |
| 6M | -44.9% | -66.4% | +21.4% | -16.2% |
| YTD | -41.1% | -31.5% | -9.5% | -36.1% |
| 1Y | -52.3% | -39.6% | -12.7% | -46.0% |
| 3Y | +128.2% | +116.8% | +11.4% | +58.1% |
| 5Y | +37.2% | +713.8% | -676.6% | -41.7% |
| All | +144.7% | +624.2% | -479.4% | -0.2% |
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