+253.1%
IONQ vs MRK
+124.2%
+128.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.1% | -5.8% |
| 7D | +1.3% | -2.7% | +4.0% | +1.0% |
| 30D | -10.3% | +12.7% | -23.0% | -8.6% |
| 3M | -32.7% | +24.2% | -57.0% | -30.3% |
| 6M | +6.3% | +27.8% | -21.5% | +10.5% |
| YTD | -15.0% | +42.2% | -57.2% | -10.6% |
| 1Y | -13.3% | +80.2% | -93.5% | -5.8% |
| 3Y | +97.2% | +48.4% | +48.8% | +104.9% |
| 5Y | +278.7% | +133.6% | +145.2% | +389.3% |
| All | +253.1% | +124.2% | +128.9% | +390.6% |
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