+202.0%
IONQ vs MUB
+4.0%
+198.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.4% | -17.4% | -16.5% |
| 6M | -37.9% | -0.9% | -37.1% | -35.6% |
| YTD | -27.3% | +0.1% | -27.4% | -26.5% |
| 1Y | -43.2% | +0.5% | -43.7% | -43.3% |
| 3Y | +191.0% | +11.7% | +179.3% | +114.4% |
| 5Y | +69.3% | +3.2% | +66.1% | +32.8% |
| All | +202.0% | +4.0% | +198.0% | +132.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling