+150.0%
IONQ vs MTUM
+89.8%
+60.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -2.5% |
| 7D | -11.5% | +6.6% | -18.1% | -22.4% |
| 30D | -8.1% | -10.8% | +2.7% | +15.1% |
| 3M | -35.8% | -13.8% | -22.0% | -13.1% |
| 6M | -47.7% | -10.7% | -37.1% | -35.1% |
| YTD | -35.6% | +9.1% | -44.7% | -47.7% |
| 1Y | -36.4% | +11.4% | -47.8% | -50.1% |
| 3Y | +150.0% | +88.8% | +61.2% | -4.2% |
| All | +150.0% | +89.8% | +60.2% | -4.2% |
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