+281.4%
IONQ vs MTUM
+78.5%
+202.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -33.1% |
| 6M | +6.3% | +25.3% | -19.0% | -34.2% |
| YTD | -15.0% | +23.8% | -38.8% | -45.8% |
| 1Y | -13.3% | +25.4% | -38.7% | -45.1% |
| 3Y | +97.2% | +117.3% | -20.1% | -55.0% |
| All | +281.4% | +78.5% | +202.9% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling