+227.2%
IONQ vs MPWR
+288.9%
-61.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +16.6% | -8.3% | -2.9% |
| 7D | +25.5% | +11.6% | +13.9% | +16.5% |
| 30D | -11.4% | +0.1% | -11.5% | -11.5% |
| 3M | -20.5% | -0.8% | -19.6% | -20.8% |
| 6M | -28.2% | -13.0% | -15.2% | -22.5% |
| YTD | -21.2% | +53.9% | -75.2% | -44.1% |
| 1Y | -40.4% | +45.8% | -86.2% | -56.0% |
| 3Y | +214.7% | +194.3% | +20.4% | +20.6% |
| 5Y | +56.9% | +160.1% | -103.3% | -38.6% |
| All | +227.2% | +288.9% | -61.7% | +5.5% |
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