+274.7%
IONQ vs MTB
+121.7%
+153.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | +7.1% | +2.8% | +4.4% | +5.3% |
| 30D | -8.9% | -4.2% | -4.7% | -6.4% |
| 3M | -35.6% | +7.8% | -43.3% | -39.2% |
| 6M | +13.3% | +14.8% | -1.6% | +2.5% |
| YTD | -9.8% | +20.8% | -30.6% | -21.2% |
| 1Y | -1.3% | +23.1% | -24.4% | -15.0% |
| 3Y | +109.3% | +114.8% | -5.6% | +36.9% |
| 5Y | +304.7% | +103.3% | +201.4% | +193.9% |
| All | +274.7% | +121.7% | +153.0% | +165.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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