+93.8%
IONQ vs MTUM
+116.3%
-22.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -6.2% |
| 7D | +1.3% | +4.1% | -2.8% | -6.8% |
| 30D | -10.3% | +0.6% | -11.0% | -11.1% |
| 3M | -32.7% | -0.6% | -32.1% | -33.4% |
| 6M | +6.3% | +25.3% | -19.0% | -35.4% |
| YTD | -15.0% | +23.8% | -38.8% | -46.8% |
| 1Y | -13.3% | +25.4% | -38.7% | -46.2% |
| All | +93.8% | +116.3% | -22.5% | -53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling