+144.7%
IONQ vs MPWR
+217.0%
-72.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -10.3% | -0.2% | -3.6% |
| 7D | -16.7% | -5.6% | -11.1% | -13.5% |
| 30D | -38.9% | -23.2% | -15.7% | -26.9% |
| 3M | -33.8% | -15.8% | -18.0% | -26.1% |
| 6M | -44.9% | -28.5% | -16.4% | -31.8% |
| YTD | -41.1% | +25.5% | -66.6% | -51.9% |
| 1Y | -52.3% | +13.9% | -66.2% | -58.4% |
| 3Y | +128.2% | +134.6% | -6.3% | +2.2% |
| 5Y | +37.2% | +114.8% | -77.7% | -38.7% |
| All | +144.7% | +217.0% | -72.3% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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