+173.5%
IONQ vs MOD
+681.0%
-507.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -21.4% | +19.9% | +7.3% |
| 7D | -8.9% | -31.3% | +22.4% | +5.0% |
| 30D | -31.3% | -46.1% | +14.9% | -12.3% |
| 3M | -29.2% | -51.1% | +21.9% | -6.3% |
| 6M | -35.4% | -62.1% | +26.6% | -6.5% |
| YTD | -34.2% | -26.2% | -8.0% | -30.9% |
| 1Y | -44.7% | -32.6% | -12.1% | -40.3% |
| 3Y | +155.1% | +133.8% | +21.3% | +71.0% |
| 5Y | +79.8% | +792.8% | -713.0% | -26.2% |
| All | +173.5% | +681.0% | -507.5% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling