-44.7%
IONQ vs MULL
+444.9%
-489.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.8% | +12.3% | +1.4% |
| 7D | -8.9% | -35.9% | +27.0% | -0.5% |
| 30D | -31.3% | -47.3% | +16.1% | -22.2% |
| 3M | -29.2% | -30.6% | +1.4% | -25.1% |
| 6M | -35.4% | +13.7% | -49.1% | -42.9% |
| YTD | -34.2% | +272.1% | -306.3% | -56.5% |
| 1Y | -44.7% | +475.1% | -519.7% | -68.3% |
| All | -44.7% | +444.9% | -489.5% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling