+241.1%
IONQ vs MTUM
+98.4%
+142.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | +0.4% |
| 7D | -5.6% | +1.2% | -6.8% | -7.8% |
| 30D | -15.2% | -1.7% | -13.5% | -12.0% |
| 3M | -34.9% | -0.5% | -34.5% | -35.1% |
| 6M | +4.9% | +22.3% | -17.4% | -28.3% |
| YTD | -17.9% | +21.4% | -39.2% | -42.7% |
| 1Y | -16.0% | +20.0% | -36.0% | -38.8% |
| 3Y | +90.5% | +113.0% | -22.5% | -44.3% |
| 5Y | +268.4% | +77.3% | +191.1% | +55.2% |
| All | +241.1% | +98.4% | +142.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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