+228.2%
IONQ vs MRK
+57.8%
+170.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | +16.7% | +2.3% | +14.3% | +16.6% |
| 30D | -12.3% | +1.7% | -14.0% | -12.3% |
| 3M | -17.7% | +13.8% | -31.5% | -17.8% |
| 6M | -28.9% | +34.7% | -63.6% | -29.9% |
| YTD | -22.0% | +43.6% | -65.6% | -24.3% |
| 1Y | -36.8% | +75.7% | -112.5% | -40.5% |
| 3Y | +228.2% | +60.0% | +168.2% | +191.2% |
| All | +228.2% | +57.8% | +170.5% | +191.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling