+224.0%
IONQ vs MRK
+126.3%
+97.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +16.7% | +2.3% | +14.3% | +17.0% |
| 30D | -12.3% | +1.7% | -14.0% | -12.0% |
| 3M | -17.7% | +13.8% | -31.5% | -16.0% |
| 6M | -28.9% | +34.7% | -63.6% | -25.6% |
| YTD | -22.0% | +43.6% | -65.6% | -17.8% |
| 1Y | -36.8% | +75.7% | -112.5% | -31.6% |
| 3Y | +228.2% | +60.0% | +168.2% | +250.5% |
| 5Y | +91.9% | +105.4% | -13.4% | +136.0% |
| All | +224.0% | +126.3% | +97.6% | +351.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MRK.
Daily Out/Under-Performance
Portfolio return minus MRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRK 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 MRK 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