+214.7%
IONQ vs MTB
+103.9%
+110.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.3% | +6.1% | +6.3% |
| 7D | +25.5% | -0.8% | +26.2% | +26.4% |
| 30D | -11.4% | +2.4% | -13.8% | -13.3% |
| 3M | -20.5% | -10.5% | -10.0% | -12.3% |
| 6M | -28.2% | +6.4% | -34.6% | -34.2% |
| YTD | -21.2% | +12.8% | -34.1% | -32.7% |
| 1Y | -40.4% | +23.3% | -63.6% | -54.0% |
| 3Y | +214.7% | +108.2% | +106.4% | +29.1% |
| All | +214.7% | +103.9% | +110.8% | +29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling