+202.0%
IONQ vs MUB
+4.3%
+197.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.1% | +23.3% | +23.1% |
| 7D | +8.6% | +0.7% | +7.9% | +6.2% |
| 30D | -21.1% | +4.4% | -25.5% | -31.2% |
| 3M | -17.9% | -0.2% | -17.7% | -17.2% |
| 6M | -37.9% | -0.6% | -37.3% | -36.2% |
| YTD | -27.3% | +0.3% | -27.6% | -27.2% |
| 1Y | -43.2% | +0.8% | -44.0% | -43.8% |
| 3Y | +191.0% | +12.0% | +179.0% | +112.5% |
| 5Y | +69.3% | +3.4% | +65.8% | +31.7% |
| All | +202.0% | +4.3% | +197.8% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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