+45.7%
IONQ vs MTUM
+51.4%
-5.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.4% | -2.4% |
| 7D | -11.5% | +6.6% | -18.1% | -22.6% |
| 30D | -8.1% | -10.8% | +2.7% | +15.5% |
| 3M | -35.8% | -13.8% | -22.0% | -12.7% |
| 6M | -47.7% | -10.7% | -37.1% | -34.6% |
| YTD | -35.6% | +9.1% | -44.7% | -46.9% |
| 1Y | -36.4% | +11.4% | -47.8% | -49.2% |
| 3Y | +150.0% | +88.8% | +61.2% | -24.6% |
| All | +45.7% | +51.4% | -5.7% | -6.5% |
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 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