+37.2%
IONQ vs MPWR
+117.3%
-80.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -10.3% | -0.2% | -3.5% |
| 7D | -16.7% | -5.6% | -11.1% | -13.4% |
| 30D | -38.9% | -23.2% | -15.7% | -26.7% |
| 3M | -33.8% | -15.8% | -18.0% | -26.0% |
| 6M | -44.9% | -28.5% | -16.4% | -31.6% |
| YTD | -41.1% | +25.5% | -66.6% | -52.2% |
| 1Y | -52.3% | +13.9% | -66.2% | -58.6% |
| 3Y | +128.2% | +134.6% | -6.3% | -1.8% |
| 5Y | +37.2% | +114.8% | -77.7% | -29.4% |
| All | +37.2% | +117.3% | -80.2% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling