+167.4%
IONQ vs MTZ
+166.9%
+0.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.2% | -5.6% |
| 7D | -11.5% | +5.0% | -16.5% | -14.3% |
| 30D | -8.1% | -6.0% | -2.1% | -5.5% |
| 3M | -35.8% | -36.1% | +0.3% | -15.8% |
| 6M | -47.7% | -56.9% | +9.1% | -12.7% |
| YTD | -35.6% | -15.9% | -19.7% | -32.6% |
| 1Y | -36.4% | -3.8% | -32.5% | -38.8% |
| 3Y | +150.0% | +272.3% | -122.2% | +8.5% |
| 5Y | +43.3% | +91.1% | -47.7% | -13.8% |
| All | +167.4% | +166.9% | +0.5% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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