+167.4%
IONQ vs MRSH
+96.3%
+71.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.8% |
| 7D | -11.5% | +1.4% | -12.9% | -12.0% |
| 30D | -8.1% | +16.5% | -24.6% | -14.7% |
| 3M | -35.8% | +10.8% | -46.6% | -39.3% |
| 6M | -47.7% | +32.1% | -79.8% | -56.6% |
| YTD | -35.6% | +14.5% | -50.1% | -41.9% |
| 1Y | -36.4% | +15.5% | -51.9% | -43.2% |
| 3Y | +150.0% | +9.3% | +140.7% | +121.1% |
| 5Y | +43.3% | +35.1% | +8.2% | -3.8% |
| All | +167.4% | +96.3% | +71.1% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 all: compounded portfolio wealth divided by compounded MRSH 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…
all analysis · Full analysis span regression · 6 months rolling