+202.0%
IONQ vs MP
+10.7%
+191.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +4.9% | +18.5% | +21.0% |
| 7D | +8.6% | -10.5% | +19.1% | +15.2% |
| 30D | -21.1% | -23.5% | +2.4% | -9.2% |
| 3M | -17.9% | -25.4% | +7.6% | -4.5% |
| 6M | -37.9% | -51.3% | +13.3% | -11.8% |
| YTD | -27.3% | -29.9% | +2.6% | -11.8% |
| 1Y | -43.2% | -31.8% | -11.4% | -30.3% |
| 3Y | +191.0% | +127.0% | +64.0% | +63.5% |
| 5Y | +69.3% | -3.3% | +72.6% | +46.9% |
| All | +202.0% | +10.7% | +191.4% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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