+173.5%
IONQ vs MP
+12.2%
+161.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.1% | +3.6% | +0.9% |
| 7D | -8.9% | -12.5% | +3.6% | -2.8% |
| 30D | -31.3% | -23.3% | -7.9% | -21.5% |
| 3M | -29.2% | -24.4% | -4.8% | -18.7% |
| 6M | -35.4% | -45.8% | +10.3% | -13.0% |
| YTD | -34.2% | -28.9% | -5.2% | -21.1% |
| 1Y | -44.7% | -34.6% | -10.1% | -31.5% |
| 3Y | +155.1% | +118.7% | +36.4% | +45.2% |
| 5Y | +79.8% | -3.1% | +82.8% | +54.4% |
| All | +173.5% | +12.2% | +161.3% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling