+126.0%
IONQ vs MRK
+54.2%
+71.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +0.8% | +1.3% | -0.5% | +0.8% |
| 30D | -1.0% | +17.1% | -18.2% | -1.3% |
| 3M | -39.8% | +25.9% | -65.7% | -40.3% |
| 6M | +6.4% | +26.8% | -20.4% | +5.4% |
| YTD | -11.9% | +44.9% | -56.8% | -14.7% |
| 1Y | -6.2% | +84.8% | -91.0% | -12.2% |
| All | +126.0% | +54.2% | +71.7% | +112.4% |
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