+294.8%
IONQ vs MTB
+101.8%
+193.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.8% | +1.7% | -0.9% | -0.4% |
| 30D | -1.0% | -4.2% | +3.2% | +2.1% |
| 3M | -39.8% | +8.9% | -48.7% | -44.1% |
| 6M | +6.4% | +10.9% | -4.4% | -2.7% |
| YTD | -11.9% | +21.5% | -33.4% | -25.0% |
| 1Y | -6.2% | +21.9% | -28.1% | -20.5% |
| 3Y | +125.7% | +109.2% | +16.5% | +37.4% |
| All | +294.8% | +101.8% | +193.0% | +164.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling